Financial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:15.08% (+0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1486 | 6.67 | |
| 0.1198 | 9.20 | |
| 0.8472 | 57.67 | |
| -0.0760 | -2.39 | |
| 0.1847 | 3.88 | |
| -0.2119 | -6.86 | |
| 0.1782 | 5.86 | |
| -0.1115 | -3.95 | |
| 0.0464 | 2.20 |
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Dec 22, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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