State Street Consumer Staples Select Sector SPDR ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.61%
increased by 0.53%
1 Week
15.59%
increased by 0.51%
1 Month
15.55%
increased by 0.47%
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 | |
|---|---|---|
| 0.0169 | 21.16 | |
| 0.1036 | 41.25 | |
| 0.8781 | 323.91 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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