State Street SPDR S&P Oil & Gas Equipment & Services ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
29.77%
decreased by 0.40%
1 Week
30.43%
increased by 0.26%
1 Month
32.50%
increased by 2.33%
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 | |
|---|---|---|
| 0.1964 | 2.69 | |
| 0.0184 | 1.92 | |
| 0.9167 | 187.73 | |
| 0.0649 | 1.97 |
Estimation Period:
Jun 22, 2006 to May 22, 2026
Jun 22, 2006 to May 22, 2026
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