Industrial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.58% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8668 | 6.76 | |
| 0.0986 | 8.73 | |
| 0.8648 | 57.95 | |
| -0.1325 | -3.81 | |
| 0.2391 | 4.65 | |
| -0.1923 | -6.03 | |
| 0.1445 | 4.63 | |
| -0.0823 | -2.87 | |
| 0.0273 | 1.41 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other Industrial Select Sector SPDR Fund Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs