State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:13.66% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 16.33 | |
| 0.0000 | 0.00 | |
| 0.9181 | 500.08 | |
| 0.1338 | 28.74 |
Estimation Period:
Dec 22, 1998 to Jan 16, 2026
Dec 22, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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