State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.68% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0007 | 0.36 | |
| 0.8489 | 113.27 | |
| 0.1197 | 30.62 | |
| 0.0623 | 1.49 | |
| 0.1786 | 1.41 | |
| 0.7990 | 5.59 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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