State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.99% (+2.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7725 | 2.40 | |
| 0.0837 | 5.42 | |
| 0.8851 | 45.14 | |
| 0.0544 | 0.25 | |
| -0.2313 | -0.82 | |
| 0.5603 | 3.41 | |
| -0.8674 | -3.01 | |
| 0.8817 | 2.53 | |
| -0.6266 | -2.46 | |
| 0.2556 | 1.48 | |
| 0.0090 | 0.07 |
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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