State Street Materials Select Sector SPDR ETF APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
20.29%
decreased by 0.36%
1 Week
20.41%
decreased by 0.24%
1 Month
20.87%
increased by 0.22%
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 | |
|---|---|---|
| 0.0244 | 22.89 | |
| 0.0775 | 34.70 | |
| 0.9201 | 426.17 | |
| 0.5248 | 20.75 | |
| 1.2174 | 31.98 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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