Materials Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:12.22% (-20.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.4713 | 14,712,990.00 | |
| 0.0532 | 532,360.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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