State Street Utilities Select Sector SPDR ETF GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
19.34%
increased by 2.56%
1 Week
19.32%
increased by 2.54%
1 Month
19.24%
increased by 2.46%
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 | |
|---|---|---|
| 0.0195 | 23.86 | |
| 0.0853 | 36.89 | |
| 0.9004 | 375.94 |
Estimation Period:
Dec 22, 1998 to May 15, 2026
Dec 22, 1998 to May 15, 2026
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