State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.44%
decreased by 1.24%
1 Week
23.37%
decreased by 1.31%
1 Month
23.13%
decreased by 1.55%
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 | |
|---|---|---|
| 1.7133 | 7.99 | |
| 0.0870 | 32.35 | |
| 0.9865 | 531.26 | |
| 8.4755 | 5.35 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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