Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.29% (+0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1500 | 6.68 | |
| 0.1197 | 9.20 | |
| 0.8474 | 57.76 | |
| -0.0755 | -2.37 | |
| 0.1837 | 3.86 | |
| -0.2109 | -6.83 | |
| 0.1775 | 5.84 | |
| -0.1111 | -3.94 | |
| 0.0462 | 2.20 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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