V-Lab
V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:65.39% (+20.34%)
Analysis last updated: Friday, April 4, 2025 at 10:59 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.027414.94
α0.026813.11
β0.9269474.14
γ0.074913.90
Estimation Period:
Dec 22, 1998 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts