Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.97% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 16.19 | |
| 0.0287 | 14.00 | |
| 0.9240 | 478.76 | |
| 0.0742 | 13.89 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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