State Street Energy Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.66%
decreased by 0.87%
1 Week
26.67%
decreased by 0.86%
1 Month
26.71%
decreased by 0.82%
Analysis last updated: Friday, May 22, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 16.59 | |
| 0.0298 | 14.48 | |
| 0.9244 | 484.00 | |
| 0.0712 | 13.43 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
Other State Street Energy Select Sector SPDR ETF Analyses
Other GJR-GARCH Analyses on ETFs