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State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:29.85% (-0.76%)
Analysis last updated: Thursday, November 13, 2025 at 10:58 PM UTC
Date Range:

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to

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graph of State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH
paramt-stat
m31
α0.00000.00
β0.588428.03
γ0.12772.14
λ11.72070.23
λ20.60610.39
λ30.09420.05
Estimation Period:
Jun 22, 2006 to Nov 7, 2025
Impact of return on volatility tomorrow
Volatility Forecasts