State Street Consumer Staples Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.08% (+1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0001 | -0.05 | |
| 0.0868 | 40.66 | |
| 0.8906 | 380.60 | |
| 0.4964 | 31.46 |
Estimation Period:
Dec 22, 1998 to Feb 6, 2026
Dec 22, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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