State Street Consumer Staples Select Sector SPDR ETF Asy. MEM Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
17.37%
increased by 4.38%
1 Week
17.19%
increased by 4.20%
1 Month
16.59%
increased by 3.60%
Analysis last updated: Wednesday, June 17, 2026 at 10:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0286 | 24.12 | |
| 0.1549 | 27.27 | |
| 0.7614 | 209.63 | |
| 0.0981 | 9.55 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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