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V-Lab
V-Lab
State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:27.97% (-0.22%)
Analysis last updated: Saturday, December 6, 2025 at 01:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.588928.03
γ0.12752.15
λ11.71480.23
λ20.60790.40
λ30.09220.05
Estimation Period:
Jun 22, 2006 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts