State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
20.83%
decreased by 0.98%
1 Week
20.89%
decreased by 0.92%
1 Month
21.11%
decreased by 0.70%
Analysis last updated: Tuesday, July 7, 2026 at 09:49 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5161 | 6.32 | |
| 0.0865 | 39.44 | |
| 0.9939 | 989.96 | |
| 10.2430 | 5.32 |
Estimation Period:
Dec 22, 1998 to Jul 2, 2026
Dec 22, 1998 to Jul 2, 2026
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