State Street Consumer Staples Select Sector SPDR ETF Asy. MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.30%
increased by 0.14%
1 Week
16.18%
increased by 0.02%
1 Month
15.80%
decreased by 0.36%
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 | |
|---|---|---|
| 0.0286 | 24.10 | |
| 0.1555 | 27.29 | |
| 0.7610 | 209.30 | |
| 0.0978 | 9.50 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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