State Street SPDR S&P North American Natural Resources ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.38% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7523 | 52.99 | |
| 0.1734 | 22.84 | |
| 0.0472 | 1.27 | |
| 0.1761 | 1.49 | |
| 0.8028 | 6.34 |
Estimation Period:
Dec 16, 2015 to Feb 6, 2026
Dec 16, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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