Consumer Staples Select Sector SPDR Fund APARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:11.87% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 28.42 | |
| 0.0881 | 37.94 | |
| 0.9066 | 407.84 | |
| 0.6455 | 28.09 | |
| 1.1212 | 38.67 |
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Dec 22, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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