State Street Utilities Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:14.50% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0407 | 9.11 | |
| 0.7992 | 77.34 | |
| 0.1032 | 17.41 | |
| 0.0101 | 4.50 | |
| 0.0507 | 4.44 | |
| 0.9406 | 73.48 |
Estimation Period:
Dec 22, 1998 to Mar 13, 2026
Dec 22, 1998 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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