Consumer Discretionary Select Sector SPDR Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.59% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0210 | 15.74 | |
| 0.0289 | 9.97 | |
| 0.9059 | 434.08 | |
| 0.1114 | 18.20 |
Estimation Period:
Dec 22, 1998 to Oct 10, 2025
Dec 22, 1998 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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