State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.80% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0005 | 0.27 | |
| 0.8472 | 111.26 | |
| 0.1204 | 30.83 | |
| 0.0644 | 1.45 | |
| 0.1842 | 1.37 | |
| 0.7928 | 5.24 |
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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