State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:20.62% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0010 | 0.57 | |
| 0.8481 | 113.20 | |
| 0.1199 | 30.65 | |
| 0.0623 | 1.52 | |
| 0.1777 | 1.43 | |
| 0.7998 | 5.71 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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