V-Lab
V-Lab
Energy Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:17.82% (+1.28%)
Analysis last updated: Friday, September 19, 2025 at 11:09 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
β0.8479113.51
γ0.121530.93
λ10.06181.47
λ20.18111.39
λ30.79655.43
Estimation Period:
Dec 22, 1998 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts