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

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V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 14th, 2025:31.72% (-0.90%)

Analysis last updated: Thursday, November 13, 2025 at 10:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.7689	2.45
$α$	0.0858	5.40
$β$	0.8804	44.53
$γ_{1}$	0.0747	0.34
$γ_{2}$	-0.2845	-0.98
$γ_{3}$	0.6259	3.12
$γ_{4}$	-0.8982	-2.69
$γ_{5}$	0.8287	2.23
$γ_{6}$	-0.4697	-1.80
$γ_{7}$	-0.0152	-0.09
$γ_{8}$	0.4739	2.83

Estimation Period:
Jun 22, 2006 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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