State Street Utilities Select Sector SPDR ETF Asy. MEM Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
16.28%
increased by 2.42%
1 Week
16.44%
increased by 2.58%
1 Month
16.97%
increased by 3.11%
Analysis last updated: Friday, May 15, 2026 at 10:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0351 | 30.07 | |
| 0.1595 | 34.39 | |
| 0.7820 | 241.43 | |
| 0.0701 | 8.55 |
Estimation Period:
Dec 22, 1998 to May 15, 2026
Dec 22, 1998 to May 15, 2026
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