State Street Financial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:19.51% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0241 | 7.31 | |
| 0.8323 | 191.08 | |
| 0.1864 | 35.63 | |
| 0.0078 | 9.24 | |
| 0.0312 | 8.59 | |
| 0.9647 | 232.18 |
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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