State Street Utilities Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.99%
decreased by 0.58%
1 Week
18.00%
decreased by 0.57%
1 Month
18.05%
decreased by 0.52%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 17.75 | |
| 0.0790 | 35.26 | |
| 0.9015 | 371.75 | |
| 0.2986 | 14.94 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
Other State Street Utilities Select Sector SPDR ETF Analyses
Other AGARCH Analyses on ETFs