State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.22%
decreased by 0.78%
1 Week
22.26%
decreased by 0.74%
1 Month
22.09%
decreased by 0.91%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM 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 | |
| 0.8805 | 322.06 | |
| 0.1278 | 38.87 | |
| 0.1621 | 6.62 | |
| 0.8235 | 28.53 | |
| 0.0887 | 2.28 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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