Skip to main content
V-Lab
V-Lab
Industrial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.00% (-0.68%)
Analysis last updated: Saturday, November 22, 2025 at 12:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrial Select Sector SPDR Fund MF2-GARCH
paramt-stat
m71
α0.00000.00
β0.8974309.22
γ0.144938.65
λ10.00687.60
λ20.01904.81
λ30.9760210.15
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts