State Street Materials Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.86%
increased by 0.29%
1 Week
25.66%
increased by 0.09%
1 Month
24.93%
decreased by 0.64%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2814 | 9.86 | |
| 0.0927 | 9.42 | |
| 0.8888 | 79.99 | |
| 0.0009 | 3.57 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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