State Street SPDR S&P Oil & Gas Exploration & Production ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
38.10%
decreased by 1.77%
1 Week
38.05%
decreased by 1.82%
1 Month
37.88%
decreased by 1.99%
Analysis last updated: Tuesday, May 12, 2026 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2267 | 4.04 | |
| 0.0789 | 20.88 | |
| 0.8764 | 126.17 | |
| 0.5295 | 2.52 |
Estimation Period:
Jun 22, 2006 to May 8, 2026
Jun 22, 2006 to May 8, 2026
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