Materials Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:18.54% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 13.38 | |
| 0.0304 | 12.20 | |
| 0.9119 | 391.02 | |
| 0.0910 | 14.97 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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