State Street Technology Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 1st, 2026
1 Day
19.23%
increased by 0.13%
1 Week
19.39%
increased by 0.29%
1 Month
19.96%
increased by 0.86%
Analysis last updated: Friday, May 29, 2026 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 16.13 | |
| 0.0274 | 9.59 | |
| 0.9016 | 405.01 | |
| 0.1197 | 19.25 |
Estimation Period:
Dec 22, 1998 to May 29, 2026
Dec 22, 1998 to May 29, 2026
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