State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
16.89%
increased by 0.11%
1 Week
17.33%
increased by 0.55%
1 Month
18.49%
increased by 1.71%
Analysis last updated: Tuesday, April 28, 2026 at 09:47 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 | |
| 0.8629 | 266.98 | |
| 0.1507 | 40.03 | |
| 0.0493 | 3.13 | |
| 0.3602 | 3.42 | |
| 0.6119 | 5.35 |
Estimation Period:
Dec 22, 1998 to Apr 24, 2026
Dec 22, 1998 to Apr 24, 2026
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