Consumer Staples Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:13.72% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8325 | 9.37 | |
| 0.1105 | 9.52 | |
| 0.8538 | 60.12 | |
| 0.0115 | 6.01 | |
| -0.0135 | -5.58 |
Estimation Period:
Dec 22, 1998 to Nov 7, 2025
Dec 22, 1998 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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