V-Lab
Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 22nd, 2024:12.13% (-0.04%)
Analysis last updated: Tuesday, May 21, 2024 at 10:14 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 21.56 | |
| 0.0365 | 12.05 | |
| 0.9080 | 380.89 | |
| 0.0762 | 12.49 |
Estimation Period:
Dec 22, 1998 to May 17, 2024
Dec 22, 1998 to May 17, 2024
News Impact Curve
Volatility Forecasts
Other Utilities Select Sector SPDR Fund Analyses