State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, April 21st, 2026
1 Day
14.87%
decreased by 1.00%
1 Week
14.88%
decreased by 0.99%
1 Month
14.93%
decreased by 0.94%
Analysis last updated: Monday, April 20, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9263 | 9.77 | |
| 0.0912 | 34.15 | |
| 0.9838 | 547.47 | |
| 8.6878 | 5.34 |
Estimation Period:
Dec 22, 1998 to Apr 17, 2026
Dec 22, 1998 to Apr 17, 2026
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