State Street Energy Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.15% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2242 | 7.37 | |
| 0.0756 | 7.70 | |
| 0.9142 | 95.68 | |
| 0.0029 | 2.06 |
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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