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V-Lab
V-Lab
Energy Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.49% (-0.72%)
Analysis last updated: Saturday, November 22, 2025 at 12:27 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund MF2-GARCH
paramt-stat
m41
α0.00020.09
β0.8477112.32
γ0.120830.79
λ10.06171.47
λ20.18051.39
λ30.79715.45
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts