State Street Consumer Discretionary Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.64% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 1.30 | |
| 0.0866 | 36.86 | |
| 0.8991 | 371.99 | |
| 0.5608 | 18.58 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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