Consumer Discretionary Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:23.76% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8626 | 264.03 | |
| 0.1512 | 39.33 | |
| 0.0496 | 3.12 | |
| 0.3642 | 3.42 | |
| 0.6078 | 5.25 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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