Consumer Discretionary Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:20.66% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8624 | 263.88 | |
| 0.1514 | 39.40 | |
| 0.0487 | 3.16 | |
| 0.3579 | 3.47 | |
| 0.6147 | 5.48 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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