State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:0.77% (-30.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.4750 | 14,750,360.00 | |
| 0.0480 | 479,700.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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