Consumer Staples Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:5.68% (-5.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8875 | 8,875,440.00 | |
| 0.0073 | 72,760.00 | |
| 0.2104 | 2,103,600.00 | |
| 0.5129 | 29.86 | |
| 0.2805 | 27.63 | |
| 0.0091 | 0.24 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other Consumer Staples Select Sector SPDR Fund Analyses
Other MF2-GARCH Analyses on ETFs