State Street Industrial Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:19.10% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8758 | 6.84 | |
| 0.0972 | 8.70 | |
| 0.8668 | 58.75 | |
| -0.1264 | -3.72 | |
| 0.2287 | 4.52 | |
| -0.1848 | -5.85 | |
| 0.1406 | 4.46 | |
| -0.0806 | -2.55 | |
| 0.0177 | 0.41 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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