State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.22% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 16.34 | |
| 0.0000 | 0.00 | |
| 0.9179 | 498.04 | |
| 0.1343 | 28.80 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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