State Street Energy Select Sector SPDR ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.05% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 19.67 | |
| 0.0749 | 32.06 | |
| 0.9172 | 402.44 |
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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