State Street Energy Select Sector SPDR ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.66%
decreased by 0.42%
1 Week
24.74%
decreased by 0.34%
1 Month
25.02%
decreased by 0.06%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 19.75 | |
| 0.0744 | 32.14 | |
| 0.9177 | 405.86 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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