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V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:19.00% (-0.20%)
Analysis last updated: Thursday, October 23, 2025 at 09:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.029416.15
α0.028814.03
β0.9242480.37
γ0.073813.83
Estimation Period:
Dec 22, 1998 to Oct 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts