Financial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.27% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0246 | 7.38 | |
| 0.8314 | 189.42 | |
| 0.1873 | 35.50 | |
| 0.0078 | 9.22 | |
| 0.0316 | 8.57 | |
| 0.9643 | 228.77 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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