State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
20.10%
decreased by 0.88%
1 Week
20.12%
decreased by 0.86%
1 Month
20.12%
decreased by 0.86%
Analysis last updated: Wednesday, June 17, 2026 at 10:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.01 | |
| 0.8626 | 266.81 | |
| 0.1510 | 40.19 | |
| 0.0489 | 3.15 | |
| 0.3576 | 3.44 | |
| 0.6147 | 5.44 |
Estimation Period:
Dec 22, 1998 to Jun 12, 2026
Dec 22, 1998 to Jun 12, 2026
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