V-Lab
V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:39.24% (-1.27%)
Analysis last updated: Thursday, May 8, 2025 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.027715.24
α0.026913.18
β0.9269475.83
γ0.074214.08
Estimation Period:
Dec 22, 1998 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts