V-Lab
V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:15.36% (-0.23%)
Analysis last updated: Thursday, August 28, 2025 at 09:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.029616.13
α0.029014.06
β0.9238476.92
γ0.074313.87
Estimation Period:
Dec 22, 1998 to Aug 22, 2025
Impact of return on volatility tomorrow
Volatility Forecasts