State Street Utilities Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.69% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2492 | 9.77 | |
| 0.0897 | 8.75 | |
| 0.8876 | 81.07 | |
| 0.0040 | 4.14 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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