State Street SPDR S&P Metals & Mining ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
48.46%
decreased by 0.54%
1 Week
48.29%
decreased by 0.71%
1 Month
47.60%
decreased by 1.40%
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 | |
|---|---|---|
| 0.0422 | 10.56 | |
| 0.0320 | 12.44 | |
| 0.9396 | 443.84 | |
| 0.0403 | 7.73 |
Estimation Period:
Jun 22, 2006 to Jun 5, 2026
Jun 22, 2006 to Jun 5, 2026
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