State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
17.41%
increased by 0.92%
1 Week
17.34%
increased by 0.85%
1 Month
17.12%
increased by 0.63%
Analysis last updated: Monday, June 22, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9302 | 9.67 | |
| 0.0903 | 34.17 | |
| 0.9841 | 553.51 | |
| 8.7161 | 5.31 |
Estimation Period:
Dec 22, 1998 to Jun 18, 2026
Dec 22, 1998 to Jun 18, 2026
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