State Street Consumer Staples Select Sector SPDR ETF MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, April 29th, 2026
1 Day
7.72%
decreased by 10.57%
1 Week
8.51%
decreased by 9.78%
1 Month
11.74%
decreased by 6.55%
Analysis last updated: Tuesday, April 28, 2026 at 09:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.5588 | 58.94 | |
| 0.2209 | 40.36 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 1998 to Apr 24, 2026
Dec 22, 1998 to Apr 24, 2026
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