State Street SPDR S&P Oil & Gas Exploration & Production ETF APARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
34.37%
decreased by 0.85%
1 Week
34.53%
decreased by 0.69%
1 Month
35.02%
decreased by 0.20%
Analysis last updated: Monday, June 8, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1471 | 3.31 | |
| 0.0543 | 8.14 | |
| 0.9120 | 186.84 | |
| 0.3666 | 11.13 | |
| 1.8635 | 10.22 |
Estimation Period:
Jun 22, 2006 to Jun 5, 2026
Jun 22, 2006 to Jun 5, 2026
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