V-Lab
Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 14th, 2025:13.17% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 22.27 | |
| 0.0368 | 12.54 | |
| 0.9094 | 389.31 | |
| 0.0725 | 12.25 |
Estimation Period:
Dec 22, 1998 to Jul 11, 2025
Dec 22, 1998 to Jul 11, 2025
News Impact Curve
Volatility Forecasts
Other Utilities Select Sector SPDR Fund Analyses
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