State Street Industrial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:15.61% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8981 | 312.38 | |
| 0.1441 | 38.65 | |
| 0.0067 | 7.70 | |
| 0.0184 | 4.85 | |
| 0.9767 | 219.28 |
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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