State Street SPDR S&P Metals & Mining ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:44.73% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 10.37 | |
| 0.0311 | 12.14 | |
| 0.9398 | 440.60 | |
| 0.0414 | 7.93 |
Estimation Period:
Jun 22, 2006 to Feb 20, 2026
Jun 22, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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