Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:14.05% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 22.26 | |
| 0.0362 | 12.48 | |
| 0.9102 | 393.00 | |
| 0.0723 | 12.34 |
Estimation Period:
Dec 22, 1998 to Oct 24, 2025
Dec 22, 1998 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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