State Street SPDR S&P Oil & Gas Exploration & Production ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:28.94% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2034 | 6.26 | |
| 0.0820 | 20.92 | |
| 0.8830 | 133.56 |
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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