Utilities Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.29% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4492 | 9.59 | |
| 0.0903 | 8.64 | |
| 0.8862 | 78.76 | |
| 0.0098 | 4.70 | |
| -0.0120 | -4.44 |
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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