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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street Financial Select Sector SPDR ETF S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time
paramt-stat
ω1.00716.13
α0.11689.13
β0.847856.67
γ1-0.1634-4.12
γ20.34495.63
γ3-0.3202-6.13
γ40.19233.63
γ5-0.0409-0.80
γ6-0.0388-0.84
γ70.03701.16
Estimation Period:
Dec 22, 1998 to Jun 18, 2026