State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:15.74% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 16.35 | |
| 0.0000 | 0.00 | |
| 0.9181 | 499.50 | |
| 0.1339 | 28.75 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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