State Street Energy Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:364.67% (+288.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2999 | 3.80 | |
| 0.1038 | 5.94 | |
| 0.8935 | 51.46 | |
| -0.2709 | -1.16 | |
| 0.3644 | 1.11 | |
| -0.0450 | -0.18 | |
| -0.1500 | -0.57 | |
| 0.0877 | 0.38 | |
| 0.1182 | 0.58 | |
| -0.2091 | -0.70 | |
| -1.0102 | -1.06 | |
| 3.7447 | 1.42 | |
| -4.0886 | -1.53 |
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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