Consumer Discretionary Select Sector SPDR Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:23.70% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4682 | 7.54 | |
| 0.0931 | 10.16 | |
| 0.8927 | 91.56 | |
| 0.0051 | 3.83 |
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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