State Street Industrial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
21.99%
decreased by 0.79%
1 Week
21.86%
decreased by 0.92%
1 Month
21.45%
decreased by 1.33%
Analysis last updated: Thursday, April 2, 2026 at 10:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8988 | 315.82 | |
| 0.1433 | 38.90 | |
| 0.0068 | 7.69 | |
| 0.0182 | 4.84 | |
| 0.9769 | 221.37 |
Estimation Period:
Dec 22, 1998 to Apr 2, 2026
Dec 22, 1998 to Apr 2, 2026
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