State Street Energy Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.48% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2232 | 7.37 | |
| 0.0755 | 7.69 | |
| 0.9143 | 95.75 | |
| 0.0029 | 2.05 |
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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