State Street Industrial Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.30%
decreased by 0.58%
1 Week
16.46%
decreased by 0.42%
1 Month
17.03%
increased by 0.15%
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 | |
|---|---|---|
| 0.0108 | 4.48 | |
| 0.1316 | 32.64 | |
| 0.9793 | 860.51 | |
| -0.1063 | -33.41 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
Other State Street Industrial Select Sector SPDR ETF Analyses
Other EGARCH Analyses on ETFs