Energy Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:18.48% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 19.49 | |
| 0.0751 | 31.88 | |
| 0.9170 | 399.74 |
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Dec 22, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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