State Street Energy Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 23rd, 2025:22.26% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 16.19 | |
| 0.0288 | 14.05 | |
| 0.9243 | 481.42 | |
| 0.0735 | 13.79 |
Estimation Period:
Dec 22, 1998 to Dec 19, 2025
Dec 22, 1998 to Dec 19, 2025
News Impact Curve
Volatility Forecasts
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