State Street SPDR S&P Metals & Mining ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:35.66% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0121 | 7.22 | |
| 0.9138 | 280.74 | |
| 0.0670 | 18.66 | |
| 0.2709 | 1.36 | |
| 0.4551 | 1.46 | |
| 0.4921 | 1.39 |
Estimation Period:
Jun 22, 2006 to Dec 5, 2025
Jun 22, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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