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	param	t-stat
$ω$	0.0271	13.87
$α$	0.0317	12.71
$β$	0.9103	390.67
$γ$	0.0909	14.81

V-Lab

State Street Materials Select Sector SPDR ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, March 13th, 2026:20.75% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Materials Select Sector SPDR ETF Analyses