Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:12.80% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 22.23 | |
| 0.0361 | 12.50 | |
| 0.9106 | 394.53 | |
| 0.0717 | 12.28 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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