State Street SPDR Dow Jones REIT ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.92% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0271 | 20.52 | |
| 0.0546 | 16.79 | |
| 0.8880 | 333.83 | |
| 0.0871 | 13.07 |
Estimation Period:
Aug 29, 2001 to Feb 13, 2026
Aug 29, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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