State Street Financial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.86% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 20.05 | |
| 0.0304 | 10.96 | |
| 0.8843 | 369.24 | |
| 0.1472 | 22.81 |
Estimation Period:
Dec 22, 1998 to Feb 13, 2026
Dec 22, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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