State Street Materials Select Sector SPDR ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.83% (+0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3833 | 9.26 | |
| 0.0936 | 9.30 | |
| 0.8866 | 77.34 | |
| 0.0023 | 2.31 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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