Industrial Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.03% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8973 | 308.98 | |
| 0.1452 | 38.68 | |
| 0.0068 | 7.61 | |
| 0.0190 | 4.81 | |
| 0.9760 | 210.66 |
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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