Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.49% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1422 | 6.64 | |
| 0.1197 | 9.18 | |
| 0.8473 | 57.66 | |
| -0.0784 | -2.45 | |
| 0.1891 | 3.96 | |
| -0.2157 | -6.96 | |
| 0.1805 | 5.90 | |
| -0.1115 | -3.91 | |
| 0.0455 | 2.13 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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