State Street Industrial Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
22.53%
decreased by 0.63%
1 Week
22.45%
decreased by 0.71%
1 Month
22.17%
decreased by 0.99%
Analysis last updated: Friday, June 12, 2026 at 02:52 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 4.48 | |
| 0.1316 | 32.64 | |
| 0.9793 | 860.51 | |
| -0.1063 | -33.41 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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