State Street Financial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.33% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0243 | 7.31 | |
| 0.8311 | 189.23 | |
| 0.1877 | 35.57 | |
| 0.0078 | 9.18 | |
| 0.0316 | 8.54 | |
| 0.9643 | 228.01 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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