Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:17.49% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 19.13 | |
| 0.0294 | 10.86 | |
| 0.8945 | 385.54 | |
| 0.1187 | 18.85 |
Estimation Period:
Dec 22, 1998 to Oct 24, 2025
Dec 22, 1998 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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