State Street Industrial Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.81% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8775 | 6.84 | |
| 0.0980 | 8.74 | |
| 0.8658 | 58.47 | |
| -0.1272 | -3.72 | |
| 0.2305 | 4.53 | |
| -0.1868 | -5.91 | |
| 0.1427 | 4.57 | |
| -0.0842 | -2.93 | |
| 0.0298 | 1.55 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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