State Street SPDR S&P Oil & Gas Equipment & Services ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
29.95%
decreased by 0.30%
1 Week
30.50%
increased by 0.25%
1 Month
32.46%
increased by 2.21%
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 | |
|---|---|---|
| 0.0549 | 2.95 | |
| 0.0776 | 4.52 | |
| 0.9715 | 146.62 | |
| -0.0567 | -6.72 |
Estimation Period:
Jun 22, 2006 to May 22, 2026
Jun 22, 2006 to May 22, 2026
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