V-Lab
V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:30.66% (-1.01%)
Analysis last updated: Thursday, May 22, 2025 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.028415.52
α0.027513.42
β0.9259470.23
γ0.074314.02
Estimation Period:
Dec 22, 1998 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts