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V-Lab
V-Lab
Financial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.66% (-1.17%)
Analysis last updated: Monday, October 13, 2025 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Financial Select Sector SPDR Fund MF2-GARCH
paramt-stat
m46
α0.02447.30
β0.8316189.39
γ0.188335.59
λ10.00789.27
λ20.03158.54
λ30.9645228.98
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts