State Street Technology Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:16.87% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 16.03 | |
| 0.0259 | 8.66 | |
| 0.9013 | 396.51 | |
| 0.1223 | 19.49 |
Estimation Period:
Dec 22, 1998 to Jan 16, 2026
Dec 22, 1998 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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