State Street Consumer Discretionary Select Sector SPDR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:16.14% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0211 | 15.83 | |
| 0.0288 | 9.96 | |
| 0.9056 | 434.98 | |
| 0.1117 | 18.27 |
Estimation Period:
Dec 22, 1998 to Jan 9, 2026
Dec 22, 1998 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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