State Street Utilities Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.52% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0305 | 7.74 | |
| 0.8342 | 148.27 | |
| 0.0992 | 20.44 | |
| 0.0465 | 3.48 | |
| 0.2246 | 4.81 | |
| 0.7343 | 12.59 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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