State Street Financial Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:14.55% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1441 | 6.62 | |
| 0.1196 | 9.21 | |
| 0.8476 | 58.03 | |
| -0.0768 | -2.41 | |
| 0.1854 | 3.90 | |
| -0.2119 | -6.87 | |
| 0.1794 | 5.87 | |
| -0.1154 | -3.75 | |
| 0.0556 | 1.16 |
Estimation Period:
Dec 22, 1998 to Dec 5, 2025
Dec 22, 1998 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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