State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
26.95%
decreased by 0.02%
1 Week
26.93%
decreased by 0.04%
1 Month
26.86%
decreased by 0.11%
Analysis last updated: Thursday, April 2, 2026 at 10:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5427 | 6.27 | |
| 0.0866 | 39.66 | |
| 0.9940 | 1,000.00 | |
| 10.1528 | 5.40 |
Estimation Period:
Dec 22, 1998 to Apr 2, 2026
Dec 22, 1998 to Apr 2, 2026
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