Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.56% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2900 | 9.85 | |
| 0.0929 | 9.27 | |
| 0.8885 | 78.79 | |
| 0.0010 | 3.72 |
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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