State Street SPDR S&P Oil & Gas Equipment & Services ETF Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
29.04%
decreased by 0.74%
1 Week
29.85%
increased by 0.07%
1 Month
32.13%
increased by 2.35%
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 | |
|---|---|---|
| 0.6891 | 4.65 | |
| 0.0775 | 4.70 | |
| 0.8749 | 35.53 | |
| 0.0007 | 0.01 | |
| -0.1553 | -1.00 | |
| 0.4981 | 5.10 | |
| -0.7401 | -3.41 | |
| 0.7182 | 2.48 | |
| -0.5349 | -2.42 | |
| 0.2648 | 1.59 | |
| -0.0378 | -0.17 |
Estimation Period:
Jun 22, 2006 to May 22, 2026
Jun 22, 2006 to May 22, 2026
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