Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:24.44% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 15.73 | |
| 0.0287 | 9.94 | |
| 0.9061 | 436.05 | |
| 0.1114 | 18.23 |
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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