State Street Energy Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:23.04% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 16.26 | |
| 0.0290 | 14.14 | |
| 0.9242 | 481.11 | |
| 0.0732 | 13.71 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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