State Street Utilities Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
15.10%
decreased by 0.47%
1 Week
15.34%
decreased by 0.23%
1 Month
16.12%
increased by 0.55%
Analysis last updated: Friday, April 10, 2026 at 10:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4433 | 9.80 | |
| 0.0886 | 8.57 | |
| 0.8874 | 79.26 | |
| 0.0097 | 4.87 | |
| -0.0120 | -4.63 |
Estimation Period:
Dec 22, 1998 to Apr 10, 2026
Dec 22, 1998 to Apr 10, 2026
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