State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
26.39%
decreased by 0.75%
1 Week
26.67%
decreased by 0.47%
1 Month
26.77%
decreased by 0.37%
Analysis last updated: Friday, May 15, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0001 | 0.08 | |
| 0.8483 | 112.99 | |
| 0.1190 | 30.89 | |
| 0.0660 | 1.41 | |
| 0.1889 | 1.33 | |
| 0.7875 | 4.94 |
Estimation Period:
Dec 22, 1998 to May 15, 2026
Dec 22, 1998 to May 15, 2026
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