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	param	t-stat
$ω$	0.0272	13.86
$α$	0.0318	12.72
$β$	0.9101	389.92
$γ$	0.0909	14.79

V-Lab

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

Volatility Prediction for Thursday, March 5th, 2026:19.98% (-0.78%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Materials Select Sector SPDR ETF Analyses