State Street Utilities Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:17.83% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0305 | 7.77 | |
| 0.8343 | 148.85 | |
| 0.0993 | 20.49 | |
| 0.0482 | 3.46 | |
| 0.2321 | 4.80 | |
| 0.7255 | 11.99 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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