State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.22% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 16.37 | |
| 0.0000 | 0.00 | |
| 0.9184 | 501.84 | |
| 0.1335 | 28.72 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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