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	param	t-stat
$ω$	0.0337	20.06
$α$	0.0303	10.98
$β$	0.8848	370.65
$γ$	0.1462	22.77

V-Lab

State Street Financial Select Sector SPDR ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 16th, 2026:21.72% (-1.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Financial Select Sector SPDR ETF Analyses