State Street Financial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.98% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 20.05 | |
| 0.0304 | 10.97 | |
| 0.8844 | 369.44 | |
| 0.1469 | 22.78 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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