State Street Utilities Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:14.65% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0405 | 9.06 | |
| 0.7991 | 77.22 | |
| 0.1034 | 17.41 | |
| 0.0101 | 4.49 | |
| 0.0510 | 4.43 | |
| 0.9403 | 72.85 |
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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