State Street Energy Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
25.15%
increased by 0.57%
1 Week
25.19%
increased by 0.61%
1 Month
25.35%
increased by 0.77%
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 | |
|---|---|---|
| 1.0961 | 6.64 | |
| 0.0743 | 7.84 | |
| 0.9173 | 97.82 | |
| 0.0003 | 0.68 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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