V-Lab
V-Lab
Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, September 18th, 2025:17.56% (-0.47%)
Analysis last updated: Wednesday, September 17, 2025 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.029516.16
α0.028914.04
β0.9240478.25
γ0.074113.85
Estimation Period:
Dec 22, 1998 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts