State Street Utilities Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.59% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0408 | 9.10 | |
| 0.7988 | 77.00 | |
| 0.1032 | 17.33 | |
| 0.0102 | 4.48 | |
| 0.0516 | 4.42 | |
| 0.9397 | 71.88 |
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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