State Street Financial Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.75% (+1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1535 | 6.65 | |
| 0.1188 | 9.23 | |
| 0.8489 | 58.69 | |
| -0.0735 | -2.31 | |
| 0.1788 | 3.75 | |
| -0.2058 | -6.66 | |
| 0.1759 | 5.76 | |
| -0.1170 | -3.85 | |
| 0.0643 | 1.44 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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