Energy Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:17.82% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2224 | 7.28 | |
| 0.0758 | 7.68 | |
| 0.9140 | 95.38 | |
| 0.0028 | 1.87 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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