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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, 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

Date Range:

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

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Volatility Forecast

How volatility evolves over time