State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
34.94%
decreased by 1.64%
1 Week
34.78%
decreased by 1.80%
1 Month
34.24%
decreased by 2.34%
Analysis last updated: Friday, April 10, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7538 | 2.33 | |
| 0.0830 | 5.41 | |
| 0.8846 | 44.84 | |
| 0.0344 | 0.15 | |
| -0.1902 | -0.67 | |
| 0.5129 | 3.60 | |
| -0.8267 | -3.23 | |
| 0.8761 | 2.70 | |
| -0.6650 | -2.74 | |
| 0.3196 | 1.97 | |
| -0.0405 | -0.33 |
Estimation Period:
Jun 22, 2006 to Apr 10, 2026
Jun 22, 2006 to Apr 10, 2026
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