Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:10.93% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 19.20 | |
| 0.0300 | 11.02 | |
| 0.8940 | 384.00 | |
| 0.1183 | 18.72 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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