Industrial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:18.13% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 16.41 | |
| 0.0000 | 0.00 | |
| 0.9173 | 494.51 | |
| 0.1355 | 28.88 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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