Financial Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:13.58% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0101 | -2.82 | |
| 0.1041 | 37.86 | |
| 0.8743 | 306.57 | |
| 0.7704 | 28.80 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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