State Street Financial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:18.94% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0243 | 7.33 | |
| 0.8314 | 189.82 | |
| 0.1872 | 35.60 | |
| 0.0078 | 9.20 | |
| 0.0315 | 8.56 | |
| 0.9644 | 229.40 |
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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