State Street Materials Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility prediction for Tuesday, April 14th, 2026
1 Day
18.20%
decreased by 0.86%
1 Week
18.40%
decreased by 0.66%
1 Month
19.10%
increased by 0.04%
Analysis last updated: Monday, April 13, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 0.41 | |
| 0.0775 | 37.12 | |
| 0.9052 | 370.54 | |
| 0.6800 | 18.46 |
Estimation Period:
Dec 22, 1998 to Apr 10, 2026
Dec 22, 1998 to Apr 10, 2026
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