Consumer Discretionary Select Sector SPDR Fund GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:23.35% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0180 | 16.78 | |
| 0.0938 | 42.79 | |
| 0.8987 | 410.20 |
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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