V-Lab
V-Lab
Energy Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:22.99% (-0.56%)
Analysis last updated: Friday, June 27, 2025 at 11:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund MF2-GARCH
paramt-stat
m41
α0.00000.03
β0.8472112.56
γ0.122730.95
λ10.06181.47
λ20.18061.38
λ30.79765.45
Estimation Period:
Dec 22, 1998 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts