State Street Financial Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.12% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1540 | 6.65 | |
| 0.1187 | 9.24 | |
| 0.8490 | 58.74 | |
| -0.0733 | -2.31 | |
| 0.1786 | 3.75 | |
| -0.2058 | -6.65 | |
| 0.1759 | 5.76 | |
| -0.1171 | -3.86 | |
| 0.0651 | 1.47 |
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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