Financial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.52% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0244 | 7.31 | |
| 0.8319 | 189.75 | |
| 0.1876 | 35.56 | |
| 0.0078 | 9.28 | |
| 0.0314 | 8.59 | |
| 0.9646 | 231.37 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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