Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:18.42% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0262 | 13.39 | |
| 0.0304 | 12.20 | |
| 0.9119 | 391.37 | |
| 0.0909 | 14.98 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other Materials Select Sector SPDR Fund Analyses
Other GJR-GARCH Analyses on ETFs