State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.48%
decreased by 0.42%
1 Week
14.67%
decreased by 0.23%
1 Month
15.33%
increased by 0.43%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 16.47 | |
| 0.0000 | 0.00 | |
| 0.9186 | 507.80 | |
| 0.1333 | 29.06 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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