State Street SPDR S&P Oil & Gas Equipment & Services ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
29.12%
decreased by 0.74%
1 Week
29.95%
increased by 0.09%
1 Month
32.25%
increased by 2.39%
Analysis last updated: Friday, May 22, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6872 | 4.65 | |
| 0.0775 | 4.68 | |
| 0.8746 | 35.44 | |
| -0.0026 | -0.02 | |
| -0.1481 | -0.95 | |
| 0.4890 | 4.94 | |
| -0.7301 | -3.32 | |
| 0.7092 | 2.44 | |
| -0.5274 | -2.44 | |
| 0.2586 | 1.94 | |
| -0.0310 | -0.33 |
Estimation Period:
Jun 22, 2006 to May 22, 2026
Jun 22, 2006 to May 22, 2026
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