State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.32% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8615 | 262.82 | |
| 0.1519 | 39.61 | |
| 0.0491 | 3.13 | |
| 0.3601 | 3.44 | |
| 0.6120 | 5.37 |
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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