State Street Financial Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.46% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1600 | 6.69 | |
| 0.1187 | 9.20 | |
| 0.8489 | 58.49 | |
| -0.0712 | -2.24 | |
| 0.1749 | 3.67 | |
| -0.2023 | -6.54 | |
| 0.1717 | 5.67 | |
| -0.1100 | -3.95 | |
| 0.0474 | 2.30 |
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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