State Street Energy Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:427.46% (+401.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2824 | 6.25 | |
| 0.3220 | 15.79 | |
| 0.7593 | 19.45 | |
| -0.1733 | -2.44 |
Estimation Period:
Dec 22, 1998 to Dec 5, 2025
Dec 22, 1998 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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