State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
25.35%
increased by 0.46%
1 Week
24.77%
decreased by 0.12%
1 Month
22.87%
decreased by 2.02%
Analysis last updated: Thursday, April 2, 2026 at 10:44 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 | |
| 0.8624 | 265.36 | |
| 0.1509 | 39.90 | |
| 0.0491 | 3.14 | |
| 0.3587 | 3.43 | |
| 0.6133 | 5.39 |
Estimation Period:
Dec 22, 1998 to Apr 2, 2026
Dec 22, 1998 to Apr 2, 2026
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