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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%)
Analysis last updated: Saturday, February 7, 2026 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR S&P Oil & Gas Exploration & Production ETF S0GARCH
paramt-stat
ω0.77252.40
α0.08375.42
β0.885145.14
γ10.05440.25
γ2-0.2313-0.82
γ30.56033.41
γ4-0.8674-3.01
γ50.88172.53
γ6-0.6266-2.46
γ70.25561.48
γ80.00900.07
Estimation Period:
Jun 22, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts