State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.48% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 16.35 | |
| 0.0000 | 0.00 | |
| 0.9183 | 502.65 | |
| 0.1335 | 28.75 |
Estimation Period:
Dec 22, 1998 to Feb 20, 2026
Dec 22, 1998 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other State Street Industrial Select Sector SPDR ETF Analyses
Other GJR-GARCH Analyses on ETFs