State Street Financial Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.90%
decreased by 0.43%
1 Week
15.18%
decreased by 0.15%
1 Month
16.25%
increased by 0.92%
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 | |
|---|---|---|
| 0.0166 | 6.03 | |
| 0.1696 | 37.72 | |
| 0.9815 | 904.65 | |
| -0.1072 | -28.08 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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