State Street Financial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:14.43% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 20.01 | |
| 0.0304 | 10.94 | |
| 0.8841 | 368.22 | |
| 0.1478 | 22.85 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
Other State Street Financial Select Sector SPDR ETF Analyses
Other GJR-GARCH Analyses on ETFs