Materials Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:15.32% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0283 | 19.95 | |
| 0.0913 | 37.52 | |
| 0.8961 | 349.61 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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