V-Lab: State Street Industrial Select Sector SPDR ETF MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

State Street Industrial Select Sector SPDR ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:13.73% (+0.14%)

Analysis last updated: Saturday, December 13, 2025 at 01:04 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	71
$α$	0.0000	0.00
$β$	0.8975	309.58
$γ$	0.1447	38.64
$λ_{1}$	0.0068	7.62
$λ_{2}$	0.0190	4.82
$λ_{3}$	0.9760	210.88

Estimation Period:
Dec 22, 1998 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other State Street Industrial Select Sector SPDR ETF Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Spline-GARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
Asy. Power MEM
GAS-GARCH Student T