State Street SPDR S&P Oil & Gas Exploration & Production ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
32.38%
decreased by 0.50%
1 Week
32.78%
decreased by 0.10%
1 Month
34.03%
increased by 1.15%
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 | |
|---|---|---|
| 0.1965 | 6.39 | |
| 0.0796 | 20.63 | |
| 0.8861 | 140.90 |
Estimation Period:
Jun 22, 2006 to Jun 5, 2026
Jun 22, 2006 to Jun 5, 2026
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