State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
16.70%
decreased by 0.57%
1 Week
17.34%
increased by 0.07%
1 Month
19.07%
increased by 1.80%
Analysis last updated: Friday, April 10, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.01 | |
| 0.8820 | 322.61 | |
| 0.1262 | 38.27 | |
| 0.1613 | 6.66 | |
| 0.8263 | 29.26 | |
| 0.0861 | 2.26 |
Estimation Period:
Dec 22, 1998 to Apr 10, 2026
Dec 22, 1998 to Apr 10, 2026
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