State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.02% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8618 | 262.83 | |
| 0.1512 | 39.56 | |
| 0.0492 | 3.12 | |
| 0.3593 | 3.42 | |
| 0.6123 | 5.34 |
Estimation Period:
Dec 22, 1998 to Feb 13, 2026
Dec 22, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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