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	param	t-stat
$ω$	0.0158	19.27
$α$	0.0295	10.97
$β$	0.8938	385.77
$γ$	0.1196	19.02

V-Lab

State Street Consumer Staples Select Sector SPDR ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, January 20th, 2026:11.78% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Consumer Staples Select Sector SPDR ETF Analyses