V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:19.25% (-0.50%)
Analysis last updated: Tuesday, November 5, 2024 at 11:23 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 15.39 | |
| 0.0294 | 14.62 | |
| 0.9235 | 512.50 | |
| 0.0757 | 14.10 |
Estimation Period:
Dec 22, 1998 to Nov 1, 2024
Dec 22, 1998 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
Other Energy Select Sector SPDR Fund Analyses