State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:16.48% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 22.66 | |
| 0.0374 | 12.94 | |
| 0.9105 | 396.72 | |
| 0.0694 | 11.88 |
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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