Consumer Staples Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:1.45% (-2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.9763 | 9,762,700.00 | |
| 0.0054 | 54,180.00 | |
| 0.0366 | 366,250.00 | |
| 0.5263 | 29.17 | |
| 0.2626 | 28.12 | |
| 0.0046 | 0.12 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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