State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.84%
decreased by 0.91%
1 Week
22.83%
decreased by 0.92%
1 Month
21.56%
decreased by 2.19%
Analysis last updated: Friday, May 22, 2026 at 11:00 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 | |
| 0.8814 | 323.43 | |
| 0.1268 | 38.57 | |
| 0.1597 | 6.52 | |
| 0.8157 | 26.47 | |
| 0.0972 | 2.37 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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