State Street Industrial Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
23.32%
decreased by 0.97%
1 Week
23.20%
decreased by 1.09%
1 Month
22.87%
decreased by 1.42%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0000 | 0.00 | |
| 0.8988 | 315.81 | |
| 0.1434 | 38.92 | |
| 0.0071 | 7.51 | |
| 0.0193 | 4.74 | |
| 0.9757 | 204.71 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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