V-Lab
V-Lab
Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, May 20th, 2024:13.77% (-0.32%)

Analysis last updated: Friday, May 17, 2024 at 10:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Utilities Select Sector SPDR Fund MF2-GARCH
paramt-stat
m26
α0.03697.76
β0.802681.55
γ0.113018.13
λ10.00994.57
λ20.05184.55
λ30.939873.96
Estimation Period:
Dec 22, 1998 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts