State Street Energy Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.06% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 16.32 | |
| 0.0293 | 14.28 | |
| 0.9241 | 481.31 | |
| 0.0730 | 13.66 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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