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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, July 21st, 2026

1 Day

2.82%

decreased by 9.76%

1 Week

4.30%

decreased by 8.28%

1 Month

7.83%

decreased by 4.75%

Analysis last updated: Monday, July 20, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of State Street Consumer Staples Select Sector SPDR ETF MF2-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 22, 1998 to Jul 17, 2026

Model Insight

Estimated persistence of 1.000 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

26
α

ARCH

Response to squared shocks

1.0000
β

GARCH

Volatility persistence

0.0000
γ

leverage

Additional response to negative shocks

0.0000
λ₁

tau intercept

Baseline long-term coefficient

0.5827
74.76***
λ₂

forecast adj.

Forecast performance sensitivity

0.1878
36.38***
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

1.000

Half-life:

-