State Street Financial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:17.29% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0243 | 7.31 | |
| 0.8314 | 189.60 | |
| 0.1875 | 35.61 | |
| 0.0078 | 9.22 | |
| 0.0315 | 8.56 | |
| 0.9644 | 229.46 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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