State Street SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:27.39% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1708 | 2.93 | |
| 0.0232 | 2.54 | |
| 0.9073 | 202.08 | |
| 0.0751 | 2.23 |
Estimation Period:
Jun 22, 2006 to Dec 5, 2025
Jun 22, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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