Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:16.62% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 19.89 | |
| 0.0304 | 10.87 | |
| 0.8840 | 367.28 | |
| 0.1485 | 22.89 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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