State Street SPDR S&P Metals & Mining ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:35.56% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0424 | 10.19 | |
| 0.0302 | 11.77 | |
| 0.9401 | 435.82 | |
| 0.0421 | 8.05 |
Estimation Period:
Jun 22, 2006 to Dec 5, 2025
Jun 22, 2006 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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