State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:24.87% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7757 | 2.35 | |
| 0.0838 | 5.37 | |
| 0.8860 | 45.22 | |
| 0.0684 | 0.30 | |
| -0.2703 | -0.91 | |
| 0.6173 | 3.13 | |
| -0.9135 | -2.76 | |
| 0.8792 | 2.33 | |
| -0.5690 | -2.11 | |
| 0.1696 | 0.93 | |
| 0.0724 | 0.51 |
Estimation Period:
Jun 22, 2006 to Dec 5, 2025
Jun 22, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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