State Street SPDR S&P Oil & Gas Equipment & Services ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
30.51%
decreased by 0.50%
1 Week
31.48%
increased by 0.47%
1 Month
34.16%
increased by 3.15%
Analysis last updated: Friday, May 22, 2026 at 10:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2573 | 4.56 | |
| 0.0684 | 12.21 | |
| 0.8832 | 151.59 | |
| 0.8249 | 12.55 |
Estimation Period:
Jun 22, 2006 to May 22, 2026
Jun 22, 2006 to May 22, 2026
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