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 Tuesday, June 23rd, 2026
1 Day
4.15%
decreased by 4.24%
1 Week
4.87%
decreased by 3.52%
1 Month
7.67%
decreased by 0.72%
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 | |
|---|---|---|
| 26 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.5719 | 71.03 | |
| 0.2022 | 37.15 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 22, 1998 to Jun 18, 2026
Dec 22, 1998 to Jun 18, 2026
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