V-Lab: Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis

V-Lab

Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:14.23% (-0.04%)

Analysis last updated: Tuesday, July 29, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.0308	7.65
$β$	0.8321	145.95
$γ$	0.1029	20.75
$λ_{1}$	0.0415	3.69
$λ_{2}$	0.2031	5.11
$λ_{3}$	0.7608	15.43

Estimation Period:
Dec 22, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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