State Street Financial Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
14.91%
decreased by 0.66%
1 Week
15.26%
decreased by 0.31%
1 Month
16.34%
increased by 0.77%
Analysis last updated: Tuesday, June 23, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0071 | 6.13 | |
| 0.1168 | 9.13 | |
| 0.8478 | 56.67 | |
| -0.1634 | -4.12 | |
| 0.3449 | 5.63 | |
| -0.3202 | -6.13 | |
| 0.1923 | 3.63 | |
| -0.0409 | -0.80 | |
| -0.0388 | -0.84 | |
| 0.0370 | 1.16 |
Estimation Period:
Dec 22, 1998 to Jun 18, 2026
Dec 22, 1998 to Jun 18, 2026
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