Consumer Discretionary Select Sector SPDR Fund AGARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:22.92% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0033 | 1.35 | |
| 0.0868 | 36.76 | |
| 0.8992 | 371.59 | |
| 0.5570 | 18.52 |
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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