State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:13.57% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 22.51 | |
| 0.0368 | 12.86 | |
| 0.9107 | 397.70 | |
| 0.0700 | 12.04 |
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Dec 22, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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