State Street Energy Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 5th, 2026:21.88% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 16.22 | |
| 0.0288 | 14.12 | |
| 0.9243 | 482.43 | |
| 0.0733 | 13.75 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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