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Industrial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
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Industrial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 14th, 2025:50.81% (-2.82%)
Analysis last updated: Friday, April 11, 2025 at 10:42 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrial Select Sector SPDR Fund S0GARCH
Volatility Summary Table
Closing Price:

$125.67

Return:

1.75%

1 Week Pred:

49.30%

Average Week Vol:

48.56%

Average Month Vol:

30.56%

1 Month Pred:

44.16%

Min Vol:

8.65%

Max Vol:

99.02%

6 Month Pred:

29.30%

Average Vol:

20.97%

Vol of Vol:

24.35%

1 Year Pred:

24.79%

paramt-stat
ω0.83896.42
α0.09778.51
β0.867056.80
γ1-0.1465-3.94
γ20.26114.78
γ3-0.2030-6.06
γ40.14254.47
γ5-0.0664-2.28
γ60.01010.50
Estimation Period:
Dec 22, 1998 to Apr 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts