V-Lab
V-Lab
Energy Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:20.90% (-0.83%)
Analysis last updated: Thursday, June 12, 2025 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund AGARCH
paramt-stat
ω0.01285.64
α0.070332.48
β0.9168407.83
γ0.624125.69
Estimation Period:
Dec 22, 1998 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts