State Street Utilities Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:12.75% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0307 | 7.81 | |
| 0.8340 | 148.24 | |
| 0.0990 | 20.41 | |
| 0.0469 | 3.48 | |
| 0.2266 | 4.82 | |
| 0.7319 | 12.46 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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