Financial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:15.72% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 19.94 | |
| 0.0306 | 10.99 | |
| 0.8842 | 367.95 | |
| 0.1474 | 22.78 |
Estimation Period:
Dec 22, 1998 to Nov 28, 2025
Dec 22, 1998 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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