State Street Utilities Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.07%
increased by 0.14%
1 Week
18.09%
increased by 0.16%
1 Month
18.15%
increased by 0.22%
Analysis last updated: Saturday, June 13, 2026 at 12:17 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3869 | 11.29 | |
| 0.0829 | 32.36 | |
| 0.9857 | 755.92 | |
| 10.0786 | 4.43 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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