State Street Technology Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:25.47% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 15.99 | |
| 0.0254 | 8.52 | |
| 0.9016 | 397.55 | |
| 0.1227 | 19.63 |
Estimation Period:
Dec 22, 1998 to Feb 27, 2026
Dec 22, 1998 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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