State Street Energy Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
26.56%
increased by 1.42%
1 Week
26.58%
increased by 1.44%
1 Month
26.67%
increased by 1.53%
Analysis last updated: Friday, May 15, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0905 | 8.85 | |
| 0.0685 | 37.49 | |
| 0.9921 | 978.42 | |
| 11.3076 | 3.84 |
Estimation Period:
Dec 22, 1998 to May 15, 2026
Dec 22, 1998 to May 15, 2026
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