State Street Industrial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:24.37% (+4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8985 | 314.28 | |
| 0.1437 | 38.80 | |
| 0.0068 | 7.68 | |
| 0.0183 | 4.84 | |
| 0.9768 | 219.85 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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