State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.21% (+0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0001 | 0.04 | |
| 0.8477 | 112.24 | |
| 0.1208 | 30.82 | |
| 0.0614 | 1.46 | |
| 0.1805 | 1.38 | |
| 0.7972 | 5.44 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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