State Street Industrial Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:15.78% (+0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8729 | 6.84 | |
| 0.0972 | 8.67 | |
| 0.8664 | 58.44 | |
| -0.1274 | -3.75 | |
| 0.2302 | 4.55 | |
| -0.1855 | -5.89 | |
| 0.1400 | 4.46 | |
| -0.0776 | -2.46 | |
| 0.0086 | 0.20 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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