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V-Lab
V-Lab
Energy Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.35% (-0.53%)
Analysis last updated: Friday, October 31, 2025 at 11:21 PM 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
β0.8477112.61
γ0.121230.85
λ10.06131.47
λ20.18021.39
λ30.79765.46
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts