V-Lab
Energy Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:18.15% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.8484 | 118.21 | |
| 0.1225 | 31.50 | |
| 0.0642 | 1.46 | |
| 0.1874 | 1.37 | |
| 0.7898 | 5.15 |
Estimation Period:
Dec 22, 1998 to Jun 13, 2025
Dec 22, 1998 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
Other Energy Select Sector SPDR Fund Analyses
Other MF2-GARCH Analyses on ETFs