State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:14.06% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 22.39 | |
| 0.0364 | 12.60 | |
| 0.9108 | 396.19 | |
| 0.0705 | 12.11 |
Estimation Period:
Dec 22, 1998 to Jan 23, 2026
Dec 22, 1998 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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