State Street Materials Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.57% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 13.38 | |
| 0.0302 | 12.17 | |
| 0.9120 | 391.76 | |
| 0.0910 | 15.03 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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