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V-Lab
V-Lab
Energy Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:23.71% (-0.96%)
Analysis last updated: Monday, October 13, 2025 at 09:53 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
β0.8480113.75
γ0.121630.94
λ10.06221.47
λ20.18091.39
λ30.79675.44
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts