Industrial Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.76% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8611 | 6.70 | |
| 0.0984 | 8.73 | |
| 0.8651 | 58.06 | |
| -0.1323 | -3.80 | |
| 0.2385 | 4.63 | |
| -0.1919 | -6.04 | |
| 0.1449 | 4.66 | |
| -0.0833 | -2.91 | |
| 0.0283 | 1.47 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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