State Street SPDR S&P Oil & Gas Exploration & Production ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.13% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 2.61 | |
| 0.1365 | 16.49 | |
| 0.9683 | 132.68 | |
| -0.0416 | -2.29 |
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Jun 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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