State Street SPDR S&P Oil & Gas Exploration & Production ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.44% (-1.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1997 | 6.35 | |
| 0.0811 | 20.83 | |
| 0.8842 | 137.45 |
Estimation Period:
Jun 22, 2006 to Feb 20, 2026
Jun 22, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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