State Street Financial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.77%
increased by 1.37%
1 Week
16.99%
increased by 1.59%
1 Month
17.79%
increased by 2.39%
Analysis last updated: Saturday, June 13, 2026 at 12:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5960 | 5.82 | |
| 0.0951 | 39.45 | |
| 0.9900 | 549.38 | |
| 7.1968 | 7.72 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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