State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.87% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 22.35 | |
| 0.0362 | 12.57 | |
| 0.9109 | 396.40 | |
| 0.0706 | 12.13 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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