State Street Utilities Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.23% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2538 | 9.84 | |
| 0.0899 | 8.76 | |
| 0.8871 | 80.77 | |
| 0.0041 | 4.30 |
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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