State Street Energy Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
26.19%
decreased by 0.89%
1 Week
26.21%
decreased by 0.87%
1 Month
26.31%
decreased by 0.77%
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 | |
|---|---|---|
| 1.0967 | 6.63 | |
| 0.0744 | 7.84 | |
| 0.9173 | 97.81 | |
| 0.0003 | 0.68 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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