State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 20th, 2026
1 Day
17.63%
decreased by 0.59%
1 Week
17.70%
decreased by 0.52%
1 Month
17.96%
decreased by 0.26%
Analysis last updated: Friday, April 17, 2026 at 10:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 16.41 | |
| 0.0000 | 0.00 | |
| 0.9184 | 505.15 | |
| 0.1336 | 28.89 |
Estimation Period:
Dec 22, 1998 to Apr 17, 2026
Dec 22, 1998 to Apr 17, 2026
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