Industrial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.60% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8971 | 309.57 | |
| 0.1458 | 38.77 | |
| 0.0068 | 7.62 | |
| 0.0188 | 4.81 | |
| 0.9762 | 213.11 |
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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