State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:22.60% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0004 | 0.22 | |
| 0.8471 | 111.13 | |
| 0.1202 | 30.87 | |
| 0.0651 | 1.43 | |
| 0.1864 | 1.35 | |
| 0.7904 | 5.10 |
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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