State Street SPDR S&P Oil & Gas Equipment & Services ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
30.52%
decreased by 0.68%
1 Week
31.45%
increased by 0.25%
1 Month
34.08%
increased by 2.88%
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 | |
|---|---|---|
| 0.2813 | 5.73 | |
| 0.0736 | 14.45 | |
| 0.8824 | 129.34 |
Estimation Period:
Jun 22, 2006 to May 22, 2026
Jun 22, 2006 to May 22, 2026
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