State Street Technology Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2025:20.90% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0288 | 15.94 | |
| 0.0255 | 8.54 | |
| 0.9018 | 396.57 | |
| 0.1223 | 19.54 |
Estimation Period:
Dec 22, 1998 to Dec 26, 2025
Dec 22, 1998 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
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