Industrial Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.27% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0235 | 16.37 | |
| 0.0000 | 0.00 | |
| 0.9177 | 496.83 | |
| 0.1348 | 28.84 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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