Utilities Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:11.85% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 22.18 | |
| 0.0360 | 12.43 | |
| 0.9102 | 392.65 | |
| 0.0726 | 12.39 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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