V-Lab: Consumer Discretionary Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Consumer Discretionary Select Sector SPDR Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, July 30th, 2025:17.25% (-0.24%)

Analysis last updated: Tuesday, July 29, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1862	7.13
$α$	0.0944	9.72
$β$	0.8819	78.28
$γ_{1}$	-0.1055	-3.32
$γ_{2}$	0.2026	4.09
$γ_{3}$	-0.1635	-4.31
$γ_{4}$	0.0959	2.47
$γ_{5}$	-0.0085	-0.25
$γ_{6}$	-0.0436	-1.91

Estimation Period:
Dec 22, 1998 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other Consumer Discretionary Select Sector SPDR Fund Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T
MF2-GARCH