State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.97% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.5832 | 27.02 | |
| 0.1295 | 2.20 | |
| 1.6923 | 0.24 | |
| 0.6034 | 0.39 | |
| 0.1000 | 0.05 |
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Jun 22, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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