State Street Technology Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:24.84% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0289 | 16.01 | |
| 0.0253 | 8.52 | |
| 0.9017 | 397.93 | |
| 0.1225 | 19.61 |
Estimation Period:
Dec 22, 1998 to Mar 20, 2026
Dec 22, 1998 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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