State Street SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:28.44% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1717 | 2.94 | |
| 0.0232 | 2.54 | |
| 0.9072 | 202.05 | |
| 0.0752 | 2.23 |
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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