State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.28% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 22.35 | |
| 0.0364 | 12.58 | |
| 0.9106 | 395.05 | |
| 0.0710 | 12.15 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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