Consumer Staples Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:12.44% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 19.14 | |
| 0.0294 | 10.84 | |
| 0.8947 | 386.29 | |
| 0.1184 | 18.83 |
Estimation Period:
Dec 22, 1998 to Nov 14, 2025
Dec 22, 1998 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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