State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
17.34%
increased by 0.26%
1 Week
17.42%
increased by 0.34%
1 Month
17.71%
increased by 0.63%
Analysis last updated: Tuesday, April 28, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 16.42 | |
| 0.0000 | 0.00 | |
| 0.9184 | 505.44 | |
| 0.1336 | 28.92 |
Estimation Period:
Dec 22, 1998 to Apr 24, 2026
Dec 22, 1998 to Apr 24, 2026
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