V-Lab
Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:35.42% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1196 | 6.25 | |
| 0.0740 | 7.55 | |
| 0.9186 | 94.39 | |
| 0.0003 | 0.63 |
Estimation Period:
Dec 22, 1998 to May 2, 2025
Dec 22, 1998 to May 2, 2025
News Impact Curve
Volatility Forecasts
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