State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:0.05% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 1.4796 | 14,796,090.00 | |
| 0.0447 | 447,000.00 | |
| 0.0000 | 100.00 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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