State Street SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.81% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1705 | 2.95 | |
| 0.0232 | 2.54 | |
| 0.9074 | 203.54 | |
| 0.0750 | 2.23 |
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Jun 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses
Other GJR-GARCH Analyses on ETFs