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	param	t-stat
$ω$	0.0211	22.39
$α$	0.0363	12.57
$β$	0.9107	395.97
$γ$	0.0709	12.15

V-Lab

State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, January 12th, 2026:17.42% (-0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Utilities Select Sector SPDR ETF Analyses