V-Lab
Utilities Select Sector SPDR Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:18.54% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4281 | 11.23 | |
| 0.0854 | 32.53 | |
| 0.9861 | 768.00 | |
| 10.3392 | 4.42 |
Estimation Period:
Dec 22, 1998 to May 30, 2025
Dec 22, 1998 to May 30, 2025
Other Utilities Select Sector SPDR Fund Analyses
Other GAS-GARCH Student T Analyses on ETFs