State Street Energy Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
24.51%
decreased by 0.42%
1 Week
24.56%
decreased by 0.37%
1 Month
24.76%
decreased by 0.17%
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 | |
|---|---|---|
| 1.0961 | 6.64 | |
| 0.0743 | 7.84 | |
| 0.9173 | 97.82 | |
| 0.0003 | 0.68 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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