Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:24.71% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 15.73 | |
| 0.0287 | 9.93 | |
| 0.9060 | 434.96 | |
| 0.1115 | 18.24 |
Estimation Period:
Dec 22, 1998 to Oct 31, 2025
Dec 22, 1998 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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