State Street Materials Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:15.97% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3731 | 9.19 | |
| 0.0929 | 9.23 | |
| 0.8874 | 77.57 | |
| 0.0022 | 2.12 |
Estimation Period:
Dec 22, 1998 to Dec 5, 2025
Dec 22, 1998 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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