State Street Utilities Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.71% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0304 | 7.72 | |
| 0.8347 | 148.78 | |
| 0.0994 | 20.49 | |
| 0.0480 | 3.47 | |
| 0.2319 | 4.83 | |
| 0.7258 | 12.08 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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