State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.39%
decreased by 0.57%
1 Week
17.47%
decreased by 0.49%
1 Month
17.75%
decreased by 0.21%
Analysis last updated: Friday, May 22, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0233 | 16.43 | |
| 0.0000 | 0.00 | |
| 0.9187 | 508.11 | |
| 0.1332 | 29.01 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
Other State Street Industrial Select Sector SPDR ETF Analyses
Other GJR-GARCH Analyses on ETFs