State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.52% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.01 | |
| 0.8809 | 323.51 | |
| 0.1276 | 38.53 | |
| 0.1619 | 6.72 | |
| 0.8314 | 30.99 | |
| 0.0809 | 2.21 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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