State Street Industrial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.56%
decreased by 0.61%
1 Week
17.69%
decreased by 0.48%
1 Month
18.15%
decreased by 0.02%
Analysis last updated: Saturday, May 23, 2026 at 12:36 AM 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 | |
| 0.8994 | 319.27 | |
| 0.1430 | 39.12 | |
| 0.0068 | 7.67 | |
| 0.0182 | 4.81 | |
| 0.9769 | 219.92 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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