V-Lab
V-Lab
Energy Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:27.81% (+0.01%)
Analysis last updated: Saturday, May 31, 2025 at 03:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund MF2-GARCH
paramt-stat
m41
α0.00000.01
β0.8483118.17
γ0.122631.43
λ10.06341.48
λ20.18561.38
λ30.79205.27
Estimation Period:
Dec 22, 1998 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts