State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:16.13% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 22.22 | |
| 0.0360 | 12.48 | |
| 0.9106 | 394.53 | |
| 0.0718 | 12.30 |
Estimation Period:
Dec 22, 1998 to Nov 28, 2025
Dec 22, 1998 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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