State Street Utilities Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.17%
decreased by 0.33%
1 Week
17.22%
decreased by 0.28%
1 Month
17.38%
decreased by 0.12%
Analysis last updated: Friday, May 22, 2026 at 10:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3826 | 11.39 | |
| 0.0832 | 32.34 | |
| 0.9856 | 754.68 | |
| 10.1121 | 4.42 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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