V-Lab
Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:18.33% (-0.57%)
Analysis last updated: Monday, December 23, 2024 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 22.39 | |
| 0.0381 | 12.79 | |
| 0.9076 | 386.88 | |
| 0.0734 | 12.11 |
Estimation Period:
Dec 22, 1998 to Dec 20, 2024
Dec 22, 1998 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other Utilities Select Sector SPDR Fund Analyses