V-Lab
V-Lab
Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:18.47% (-0.22%)
Analysis last updated: Thursday, May 8, 2025 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Utilities Select Sector SPDR Fund GJR-GARCH
paramt-stat
ω0.021122.01
α0.036212.34
β0.9102388.97
γ0.073012.39
Estimation Period:
Dec 22, 1998 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts