Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.10% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1439 | 6.65 | |
| 0.1196 | 9.20 | |
| 0.8474 | 57.76 | |
| -0.0769 | -2.41 | |
| 0.1861 | 3.90 | |
| -0.2128 | -6.88 | |
| 0.1786 | 5.86 | |
| -0.1110 | -3.91 | |
| 0.0456 | 2.15 |
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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