Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:12.11% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0301 | 7.55 | |
| 0.8331 | 147.24 | |
| 0.1023 | 20.82 | |
| 0.0446 | 3.56 | |
| 0.2169 | 4.96 | |
| 0.7440 | 13.64 |
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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