State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
11.83%
decreased by 0.20%
1 Week
11.96%
decreased by 0.07%
1 Month
12.39%
increased by 0.36%
Analysis last updated: Thursday, April 2, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9180 | 9.84 | |
| 0.0914 | 34.08 | |
| 0.9835 | 542.19 | |
| 8.6538 | 5.36 |
Estimation Period:
Dec 22, 1998 to Apr 2, 2026
Dec 22, 1998 to Apr 2, 2026
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