State Street Financial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
18.27%
decreased by 1.22%
1 Week
18.32%
decreased by 1.17%
1 Month
18.53%
decreased by 0.96%
Analysis last updated: Thursday, April 2, 2026 at 10:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0241 | 7.31 | |
| 0.8323 | 190.82 | |
| 0.1856 | 35.53 | |
| 0.0078 | 9.19 | |
| 0.0312 | 8.56 | |
| 0.9646 | 230.93 |
Estimation Period:
Dec 22, 1998 to Apr 2, 2026
Dec 22, 1998 to Apr 2, 2026
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