V-Lab
Utilities Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:17.92% (+1.33%)
Analysis last updated: Thursday, November 21, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4584 | 9.31 | |
| 0.0930 | 8.71 | |
| 0.8840 | 77.80 | |
| 0.0100 | 4.46 | |
| -0.0121 | -4.18 |
Estimation Period:
Dec 22, 1998 to Nov 15, 2024
Dec 22, 1998 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
Other Utilities Select Sector SPDR Fund Analyses