State Street Materials Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.74% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3818 | 9.27 | |
| 0.0934 | 9.31 | |
| 0.8868 | 77.52 | |
| 0.0023 | 2.30 |
Estimation Period:
Dec 22, 1998 to Feb 13, 2026
Dec 22, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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