V-Lab
V-Lab
Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:18.96% (+0.89%)
Analysis last updated: Thursday, May 22, 2025 at 10:02 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Utilities Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.021222.10
α0.036312.37
β0.9099389.69
γ0.073112.38
Estimation Period:
Dec 22, 1998 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts