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V-Lab
State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:525.73% (+496.68%)
Analysis last updated: Saturday, December 6, 2025 at 01:30 AM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of State Street Energy Select Sector SPDR ETF MF2-GARCH
paramt-stat
m126
α0.10970.01
β0.83280.10
γ0.11510.05
λ12.68390.19
λ20.00010.00
λ30.999919.72
Estimation Period:
Dec 22, 1998 to Dec 5, 2025
Impact of return on volatility tomorrow
Volatility Forecasts