SPDR S&P 500 ETF Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.30% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 20.24 | |
| 0.0017 | 0.53 | |
| 0.8883 | 381.72 | |
| 0.1823 | 27.18 |
Estimation Period:
Jan 29, 1993 to Dec 5, 2025
Jan 29, 1993 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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