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	param	t-stat
$ω$	0.0266	13.54
$α$	0.0305	12.32
$β$	0.9114	391.67
$γ$	0.0913	15.01

V-Lab

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

Volatility Prediction for Friday, January 30th, 2026:13.86% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Materials Select Sector SPDR ETF Analyses