State Street Utilities Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:16.27% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 5.99 | |
| 0.1628 | 34.22 | |
| 0.9784 | 1,056.59 | |
| -0.0552 | -13.05 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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