State Street Industrial Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:15.96% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8720 | 6.83 | |
| 0.0972 | 8.68 | |
| 0.8665 | 58.50 | |
| -0.1280 | -3.75 | |
| 0.2312 | 4.56 | |
| -0.1862 | -5.89 | |
| 0.1405 | 4.47 | |
| -0.0780 | -2.47 | |
| 0.0108 | 0.25 |
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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