State Street Financial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.43% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0245 | 7.37 | |
| 0.8313 | 189.50 | |
| 0.1872 | 35.50 | |
| 0.0078 | 9.20 | |
| 0.0317 | 8.56 | |
| 0.9642 | 227.94 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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