State Street Energy Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.51%
decreased by 1.02%
1 Week
26.53%
decreased by 1.00%
1 Month
26.62%
decreased by 0.91%
Analysis last updated: Friday, May 22, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0902 | 8.87 | |
| 0.0685 | 37.51 | |
| 0.9921 | 980.36 | |
| 11.3342 | 3.83 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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