State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:24.53% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.01 | |
| 0.8814 | 323.58 | |
| 0.1268 | 38.41 | |
| 0.1625 | 6.73 | |
| 0.8334 | 31.67 | |
| 0.0781 | 2.17 |
Estimation Period:
Dec 22, 1998 to Mar 20, 2026
Dec 22, 1998 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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