V-Lab
Consumer Discretionary Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 20th, 2025:21.30% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4859 | 7.47 | |
| 0.0937 | 10.12 | |
| 0.8922 | 90.50 | |
| 0.0053 | 3.72 |
Estimation Period:
Dec 22, 1998 to Jun 18, 2025
Dec 22, 1998 to Jun 18, 2025
News Impact Curve
Volatility Forecasts
Other Consumer Discretionary Select Sector SPDR Fund Analyses
Other Spline-GARCH Analyses on ETFs