State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:8.89% (-18.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.4731 | 14,731,270.00 | |
| 0.0506 | 505,650.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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