State Street Consumer Staples Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:10.73% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 19.17 | |
| 0.0292 | 10.81 | |
| 0.8946 | 386.46 | |
| 0.1185 | 18.88 |
Estimation Period:
Dec 22, 1998 to Dec 12, 2025
Dec 22, 1998 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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