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	param	t-stat
$ω$	0.0156	19.17
$α$	0.0292	10.80
$β$	0.8946	386.46
$γ$	0.1185	18.89

V-Lab

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

Volatility Prediction for Tuesday, December 30th, 2025:10.98% (-0.43%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Consumer Staples Select Sector SPDR ETF Analyses