State Street Utilities Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.45% (+3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2550 | 9.84 | |
| 0.0901 | 8.76 | |
| 0.8869 | 80.54 | |
| 0.0041 | 4.32 |
Estimation Period:
Dec 22, 1998 to Feb 13, 2026
Dec 22, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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