Utilities Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.25% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0302 | 7.60 | |
| 0.8337 | 147.79 | |
| 0.1015 | 20.73 | |
| 0.0445 | 3.56 | |
| 0.2160 | 4.94 | |
| 0.7449 | 13.66 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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