Materials Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.11% (+0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2913 | 9.84 | |
| 0.0933 | 9.27 | |
| 0.8881 | 78.51 | |
| 0.0010 | 3.71 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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