State Street SPDR S&P Oil & Gas Exploration & Production ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:26.22% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8493 | 4.30 | |
| 0.0626 | 29.20 | |
| 0.9921 | 491.39 | |
| 8.0850 | 3.51 |
Estimation Period:
Jun 22, 2006 to Dec 5, 2025
Jun 22, 2006 to Dec 5, 2025
Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs