State Street SPDR S&P Oil & Gas Exploration & Production ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:28.60% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2345 | 3.97 | |
| 0.0811 | 21.58 | |
| 0.8733 | 116.93 | |
| 0.5077 | 2.29 |
Estimation Period:
Jun 22, 2006 to Nov 7, 2025
Jun 22, 2006 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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