V-Lab
V-Lab
Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:46.12% (-1.91%)

Analysis last updated: Thursday, January 30, 2025 at 10:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund S0GARCH
paramt-stat
ω1.14766.61
α0.07488.03
β0.9172101.56
γ10.00051.22
Estimation Period:
Dec 22, 1998 to Jan 24, 2025
Impact of return on volatility tomorrow
Volatility Forecasts