Industrial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.15% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 16.35 | |
| 0.0000 | 0.00 | |
| 0.9178 | 497.71 | |
| 0.1345 | 28.81 |
Estimation Period:
Dec 22, 1998 to Nov 21, 2025
Dec 22, 1998 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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