State Street Energy Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:18.95% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 16.27 | |
| 0.0290 | 14.28 | |
| 0.9242 | 482.88 | |
| 0.0733 | 13.77 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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