State Street SPDR S&P Oil & Gas Exploration & Production ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:33.72% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.8566 | 4.34 | |
| 0.0625 | 28.90 | |
| 0.9920 | 491.59 | |
| 8.1447 | 3.46 |
Estimation Period:
Jun 22, 2006 to Feb 20, 2026
Jun 22, 2006 to Feb 20, 2026
Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs