State Street SPDR S&P Oil & Gas Exploration & Production ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:32.61% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.5827 | 26.83 | |
| 0.1295 | 2.21 | |
| 1.6881 | 0.24 | |
| 0.6028 | 0.38 | |
| 0.1007 | 0.05 |
Estimation Period:
Jun 22, 2006 to Mar 6, 2026
Jun 22, 2006 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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