State Street Industrial Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.26% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 4.46 | |
| 0.1320 | 32.35 | |
| 0.9793 | 853.78 | |
| -0.1063 | -33.10 |
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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