State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
13.11%
decreased by 0.80%
1 Week
13.18%
decreased by 0.73%
1 Month
13.44%
decreased by 0.47%
Analysis last updated: Friday, May 22, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9212 | 9.83 | |
| 0.0907 | 34.17 | |
| 0.9838 | 549.61 | |
| 8.7082 | 5.31 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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