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ENERGY SPDR GJR-GARCH VOLATILITY GRAPH
?
Volatility Prediction for Monday, May 20:
18.05% (-0.03)
COMPARE
VIX
Energy SPDR
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Date Range:
from
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Window:
3m
·
6m
·
1y
·
2y
·
5y
·
all
Volatility Summary Table
Closing Price (USD)
:
$82.12
Return
:
1.66%
1 Week Pred
:
18.33%
Avg Week Vol
:
18.14%
Avg Month Vol
:
20.18%
1 Month Pred
:
19.24%
Min Vol
:
14.33%
Max Vol
:
126.61%
6 Months Pred
:
22.29%
Avg Vol
:
28.4%
Vol of Vol
:
35.21%
1 Year Pred
:
23.37%
Models
Assets
Analysis on Energy SPDR
Asy. MEM
- High-Low Range Series
Asy. Power MEM
- High-Low Range Series
MEM
- High-Low Range Series
AGARCH
- Return Series
APARCH
- Return Series
EGARCH
- Return Series
GARCH
- Return Series
GAS-GARCH Student T
- Return Series
Spline-GARCH
- Return Series
Zero Slope Spline-GARCH
- Return Series
GJR-GARCH analysis on Equity Sectors
Consumer Discretionary SPDR
Consumer Staples SPDR
Financials SPDR
Healthcare SPDR
Industrials SPDR
Materials SPDR
Technology SPDR
Utilities SPDR
Documentation
Volatility Analysis
GJR-GARCH