State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Thursday, June 11th, 2026
1 Day
23.90%
increased by 2.93%
1 Week
23.61%
increased by 2.64%
1 Month
22.54%
increased by 1.57%
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 | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.01 | |
| 0.8626 | 266.73 | |
| 0.1510 | 40.14 | |
| 0.0492 | 3.14 | |
| 0.3592 | 3.43 | |
| 0.6130 | 5.38 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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