State Street Consumer Discretionary Select Sector SPDR ETF GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.31%
decreased by 0.79%
1 Week
19.39%
decreased by 0.71%
1 Month
19.72%
decreased by 0.38%
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 | |
|---|---|---|
| 0.0181 | 17.03 | |
| 0.0933 | 43.24 | |
| 0.8990 | 415.63 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses
Other GARCH Analyses on ETFs