State Street SPDR S&P Kensho Clean Power ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.45% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 7.78 | |
| 0.0494 | 10.63 | |
| 0.9304 | 256.52 | |
| 0.0262 | 2.20 |
Estimation Period:
Oct 23, 2018 to Feb 13, 2026
Oct 23, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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