V-Lab: State Street SPDR S&P Oil & Gas Exploration & Production ETF Zero Slope Spline-GARCH Volatility Analysis

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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 Monday, December 8th, 2025:24.87% (-0.92%)

Analysis last updated: Saturday, December 6, 2025 at 01:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7757	2.35
$α$	0.0838	5.37
$β$	0.8860	45.22
$γ_{1}$	0.0684	0.30
$γ_{2}$	-0.2703	-0.91
$γ_{3}$	0.6173	3.13
$γ_{4}$	-0.9135	-2.76
$γ_{5}$	0.8792	2.33
$γ_{6}$	-0.5690	-2.11
$γ_{7}$	0.1696	0.93
$γ_{8}$	0.0724	0.51

Estimation Period:
Jun 22, 2006 to Dec 5, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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