Energy Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:18.29% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1091 | 6.64 | |
| 0.0750 | 7.74 | |
| 0.9166 | 95.84 | |
| 0.0003 | 0.83 |
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Dec 22, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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