V-Lab
Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:17.63% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1099 | 6.61 | |
| 0.0753 | 7.73 | |
| 0.9163 | 95.45 | |
| 0.0003 | 0.81 |
Estimation Period:
Dec 22, 1998 to Sep 19, 2025
Dec 22, 1998 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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