State Street SPDR S&P Kensho Clean Power ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.79% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0033 | 0.58 | |
| 0.7859 | 26.24 | |
| 0.1011 | 9.95 | |
| 0.4423 | 0.33 | |
| 0.2543 | 0.37 | |
| 0.6686 | 0.72 |
Estimation Period:
Oct 23, 2018 to Feb 6, 2026
Oct 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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