Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:19.01% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0264 | 13.41 | |
| 0.0306 | 12.25 | |
| 0.9115 | 390.02 | |
| 0.0913 | 14.97 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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