V-Lab
V-Lab
Energy Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:22.04% (-0.50%)
Analysis last updated: Wednesday, June 18, 2025 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Energy Select Sector SPDR Fund SGARCH
paramt-stat
ω1.24187.35
α0.07677.69
β0.912794.16
γ10.00342.06
Estimation Period:
Dec 22, 1998 to Jun 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts