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	param	t-stat
$ω$	0.0272	13.88
$α$	0.0319	12.76
$β$	0.9101	390.08
$γ$	0.0908	14.77

V-Lab

State Street Materials Select Sector SPDR ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:18.97% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Materials Select Sector SPDR ETF Analyses