State Street Utilities Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:13.52% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 18.72 | |
| 0.0809 | 35.43 | |
| 0.8997 | 365.88 | |
| 0.2810 | 14.53 |
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Dec 22, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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