State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
20.61%
increased by 2.13%
1 Week
20.67%
increased by 2.19%
1 Month
20.90%
increased by 2.42%
Analysis last updated: Thursday, June 11, 2026 at 10:23 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.4977 | 6.30 | |
| 0.0864 | 39.41 | |
| 0.9939 | 979.18 | |
| 10.1843 | 5.34 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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