Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.55% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0300 | 7.56 | |
| 0.8342 | 148.19 | |
| 0.1010 | 20.70 | |
| 0.0460 | 3.51 | |
| 0.2237 | 4.89 | |
| 0.7357 | 12.88 |
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Dec 22, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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