State Street Energy Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.12% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 16.35 | |
| 0.0294 | 14.36 | |
| 0.9241 | 481.55 | |
| 0.0728 | 13.62 |
Estimation Period:
Dec 22, 1998 to Feb 13, 2026
Dec 22, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other State Street Energy Select Sector SPDR ETF Analyses
Other GJR-GARCH Analyses on ETFs