State Street Consumer Discretionary Select Sector SPDR ETF GARCH Volatility Analysis
Volatility prediction for Monday, June 8th, 2026
1 Day
20.10%
increased by 1.87%
1 Week
20.17%
increased by 1.94%
1 Month
20.44%
increased by 2.21%
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 | |
|---|---|---|
| 0.0181 | 17.03 | |
| 0.0933 | 43.24 | |
| 0.8990 | 415.63 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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