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	param	t-stat
$ω$	0.0267	13.57
$α$	0.0309	12.39
$β$	0.9111	389.52
$γ$	0.0911	14.93

V-Lab

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

Volatility Prediction for Monday, January 12th, 2026:17.29% (0.00%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Materials Select Sector SPDR ETF Analyses