State Street Industrial Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.56% (+5.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8724 | 6.82 | |
| 0.0975 | 8.69 | |
| 0.8662 | 58.44 | |
| -0.1280 | -3.75 | |
| 0.2313 | 4.56 | |
| -0.1863 | -5.89 | |
| 0.1407 | 4.47 | |
| -0.0786 | -2.49 | |
| 0.0129 | 0.30 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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