V-Lab: State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:26.20% (-1.02%)

Analysis last updated: Thursday, November 13, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7849	2.40
$α$	0.0841	5.39
$β$	0.8860	45.37
$γ_{1}$	0.0808	0.36
$γ_{2}$	-0.2939	-0.99
$γ_{3}$	0.6408	3.06
$γ_{4}$	-0.9314	-2.69
$γ_{5}$	0.8802	2.28
$γ_{6}$	-0.5532	-2.02
$γ_{7}$	0.1488	0.81
$γ_{8}$	0.0855	0.59

Estimation Period:
Jun 22, 2006 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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