State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.97% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8620 | 263.28 | |
| 0.1515 | 39.50 | |
| 0.0491 | 3.14 | |
| 0.3598 | 3.44 | |
| 0.6122 | 5.38 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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