State Street SPDR S&P Oil & Gas Exploration & Production ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
34.76%
decreased by 0.72%
1 Week
35.02%
decreased by 0.46%
1 Month
35.92%
increased by 0.44%
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 | |
|---|---|---|
| 0.0566 | 2.64 | |
| 0.1340 | 15.40 | |
| 0.9689 | 137.49 | |
| -0.0418 | -2.37 |
Estimation Period:
Jun 22, 2006 to Jun 5, 2026
Jun 22, 2006 to Jun 5, 2026
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