State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:22.88% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0009 | 0.49 | |
| 0.8489 | 113.41 | |
| 0.1194 | 30.54 | |
| 0.0623 | 1.50 | |
| 0.1785 | 1.41 | |
| 0.7991 | 5.63 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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