State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.35%
decreased by 0.52%
1 Week
18.42%
decreased by 0.45%
1 Month
18.66%
decreased by 0.21%
Analysis last updated: Saturday, May 23, 2026 at 12:36 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6974 | 8.12 | |
| 0.0869 | 32.38 | |
| 0.9864 | 535.24 | |
| 8.5232 | 5.32 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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