State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.05%
decreased by 0.55%
1 Week
17.50%
decreased by 0.10%
1 Month
18.57%
increased by 0.97%
Analysis last updated: Friday, May 22, 2026 at 11:02 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 | |
| 0.8625 | 266.47 | |
| 0.1513 | 40.13 | |
| 0.0491 | 3.16 | |
| 0.3576 | 3.44 | |
| 0.6144 | 5.44 |
Estimation Period:
Dec 22, 1998 to May 22, 2026
Dec 22, 1998 to May 22, 2026
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