State Street Materials Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.15% (-0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 13.90 | |
| 0.0322 | 12.79 | |
| 0.9097 | 387.45 | |
| 0.0909 | 14.73 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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