Consumer Discretionary Select Sector SPDR Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:23.19% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8627 | 265.20 | |
| 0.1510 | 39.50 | |
| 0.0490 | 3.14 | |
| 0.3600 | 3.45 | |
| 0.6125 | 5.39 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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