State Street Utilities Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.25%
decreased by 0.29%
1 Week
18.27%
decreased by 0.27%
1 Month
18.31%
decreased by 0.23%
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 | |
|---|---|---|
| 0.0067 | 5.94 | |
| 0.1597 | 34.02 | |
| 0.9785 | 1,053.28 | |
| -0.0561 | -13.49 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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