Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:16.89% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1102 | 6.64 | |
| 0.0750 | 7.74 | |
| 0.9166 | 95.83 | |
| 0.0003 | 0.84 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
Other Energy Select Sector SPDR Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs