State Street Consumer Discretionary Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
21.09%
increased by 1.89%
1 Week
21.15%
increased by 1.95%
1 Month
21.37%
increased by 2.17%
Analysis last updated: Friday, June 5, 2026 at 10:57 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 1.19 | |
| 0.0863 | 36.93 | |
| 0.8992 | 373.28 | |
| 0.5661 | 18.73 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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