State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
35.06%
decreased by 1.60%
1 Week
36.34%
decreased by 0.32%
1 Month
36.31%
decreased by 0.35%
Analysis last updated: Monday, June 8, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.5837 | 26.85 | |
| 0.1261 | 2.09 | |
| 1.6941 | 0.23 | |
| 0.6053 | 0.38 | |
| 0.0964 | 0.05 |
Estimation Period:
Jun 22, 2006 to Jun 5, 2026
Jun 22, 2006 to Jun 5, 2026
Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses
Other MF2-GARCH Analyses on ETFs