Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:14.97% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2905 | 9.86 | |
| 0.0928 | 9.27 | |
| 0.8885 | 78.82 | |
| 0.0010 | 3.73 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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