V-Lab
Energy Select Sector SPDR Fund EGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:19.20% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 7.73 | |
| 0.1432 | 33.91 | |
| 0.9846 | 1,079.63 | |
| -0.0677 | -19.35 |
Estimation Period:
Dec 22, 1998 to Jun 20, 2025
Dec 22, 1998 to Jun 20, 2025
News Impact Curve
Volatility Forecasts
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