Utilities Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:12.90% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4467 | 9.57 | |
| 0.0900 | 8.64 | |
| 0.8867 | 79.05 | |
| 0.0096 | 4.65 | |
| -0.0118 | -4.39 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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