V-Lab: Industrial Select Sector SPDR Fund Spline-GARCH Volatility Analysis

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V-Lab

Industrial Select Sector SPDR Fund Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:11.84% (-0.14%)

Analysis last updated: Monday, November 10, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.8596	6.76
$α$	0.0987	8.62
$β$	0.8639	57.08
$γ_{1}$	-0.1336	-3.88
$γ_{2}$	0.2403	4.71
$γ_{3}$	-0.1911	-6.04
$γ_{4}$	0.1392	4.48
$γ_{5}$	-0.0674	-2.16
$γ_{6}$	-0.0164	-0.36

Estimation Period:
Dec 22, 1998 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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