Consumer Staples Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:12.94% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8189 | 9.06 | |
| 0.1109 | 9.43 | |
| 0.8533 | 59.32 | |
| 0.0111 | 4.73 | |
| -0.0124 | -2.86 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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