State Street Materials Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
18.65%
decreased by 0.84%
1 Week
18.68%
decreased by 0.81%
1 Month
18.78%
decreased by 0.71%
Analysis last updated: Friday, May 8, 2026 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2814 | 9.92 | |
| 0.0923 | 9.36 | |
| 0.8891 | 79.80 | |
| 0.0009 | 3.64 |
Estimation Period:
Dec 22, 1998 to May 8, 2026
Dec 22, 1998 to May 8, 2026
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