State Street Consumer Discretionary Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:359.61% (+337.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0239 | 2.28 | |
| 0.0000 | 0.00 | |
| 0.9459 | 144.13 | |
| 0.1082 | 23.95 |
Estimation Period:
Dec 22, 1998 to Dec 5, 2025
Dec 22, 1998 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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