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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 Thursday, April 30th, 2026

1 Day

34.49%

increased by 2.54%

1 Week

34.37%

increased by 2.42%

1 Month

33.99%

increased by 2.04%

Analysis last updated: Wednesday, April 29, 2026 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street SPDR S&P Oil & Gas Exploration & Production ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω0.74892.29
α0.08285.41
β0.884644.79
γ10.03080.14
γ2-0.1832-0.64
γ30.50513.64
γ4-0.8202-3.28
γ50.87592.74
γ6-0.6729-2.80
γ70.33242.07
γ8-0.0504-0.41
Estimation Period:
Jun 22, 2006 to Apr 24, 2026