Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:12.90% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0300 | 7.58 | |
| 0.8342 | 148.18 | |
| 0.1008 | 20.67 | |
| 0.0458 | 3.52 | |
| 0.2234 | 4.90 | |
| 0.7361 | 12.93 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other Utilities Select Sector SPDR Fund Analyses
Other MF2-GARCH Analyses on ETFs