Skip to main content
V-Lab
V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:17.53% (+0.15%)
Analysis last updated: Saturday, November 15, 2025 at 12:03 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.029316.15
α0.028914.09
β0.9242480.38
γ0.073513.79
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Impact of return on volatility tomorrow
Volatility Forecasts