State Street Financial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.36% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 19.93 | |
| 0.0305 | 10.98 | |
| 0.8843 | 368.29 | |
| 0.1473 | 22.78 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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