V-Lab
V-Lab
Energy Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:18.66% (-0.28%)
Analysis last updated: Tuesday, July 29, 2025 at 09:44 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
β0.8478114.68
γ0.122430.97
λ10.06101.50
λ20.17831.41
λ30.79995.65
Estimation Period:
Dec 22, 1998 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts