SPDR Dow Jones Industrial Average ETF Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.60% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 20.62 | |
| 0.0076 | 2.65 | |
| 0.8869 | 425.17 | |
| 0.1801 | 26.29 |
Estimation Period:
Jan 20, 1998 to Feb 6, 2026
Jan 20, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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