State Street Financial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:23.21% (+0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 20.02 | |
| 0.0302 | 10.94 | |
| 0.8848 | 371.00 | |
| 0.1465 | 22.82 |
Estimation Period:
Dec 22, 1998 to Mar 6, 2026
Dec 22, 1998 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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