Industrial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.40% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8567 | 6.65 | |
| 0.0989 | 8.72 | |
| 0.8645 | 57.79 | |
| -0.1353 | -3.86 | |
| 0.2431 | 4.69 | |
| -0.1939 | -6.05 | |
| 0.1444 | 4.62 | |
| -0.0805 | -2.81 | |
| 0.0252 | 1.30 |
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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