State Street Consumer Staples Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
14.97%
decreased by 0.40%
1 Week
14.99%
decreased by 0.38%
1 Month
15.06%
decreased by 0.31%
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 | |
|---|---|---|
| 0.0001 | 0.14 | |
| 0.0864 | 41.04 | |
| 0.8913 | 385.34 | |
| 0.4923 | 31.64 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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