State Street Consumer Staples Select Sector SPDR ETF GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
12.41%
decreased by 0.59%
1 Week
12.53%
decreased by 0.47%
1 Month
12.92%
decreased by 0.08%
Analysis last updated: Friday, May 8, 2026 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 21.20 | |
| 0.1039 | 41.23 | |
| 0.8775 | 321.91 |
Estimation Period:
Dec 22, 1998 to May 8, 2026
Dec 22, 1998 to May 8, 2026
Other State Street Consumer Staples Select Sector SPDR ETF Analyses
Other GARCH Analyses on ETFs