State Street Financial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.40% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 20.05 | |
| 0.0304 | 10.95 | |
| 0.8841 | 368.53 | |
| 0.1477 | 22.85 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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