Energy Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 24th, 2025:19.00% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 16.15 | |
| 0.0288 | 14.03 | |
| 0.9242 | 480.37 | |
| 0.0738 | 13.83 |
Estimation Period:
Dec 22, 1998 to Oct 17, 2025
Dec 22, 1998 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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