Utilities Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.57% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4502 | 9.58 | |
| 0.0905 | 8.65 | |
| 0.8860 | 78.61 | |
| 0.0098 | 4.69 | |
| -0.0120 | -4.43 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other Utilities Select Sector SPDR Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs