State Street Industrial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.72% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8988 | 314.80 | |
| 0.1434 | 38.77 | |
| 0.0067 | 7.73 | |
| 0.0181 | 4.87 | |
| 0.9771 | 224.20 |
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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