Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:17.19% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 19.91 | |
| 0.0303 | 10.88 | |
| 0.8843 | 368.13 | |
| 0.1480 | 22.88 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other Financial Select Sector SPDR Fund Analyses
Other GJR-GARCH Analyses on ETFs