State Street Consumer Discretionary Select Sector SPDR ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
18.78%
decreased by 0.58%
1 Week
18.84%
decreased by 0.52%
1 Month
19.29%
decreased by 0.07%
Analysis last updated: Tuesday, July 7, 2026 at 09:49 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 | |
| 0.8627 | 267.08 | |
| 0.1509 | 40.24 | |
| 0.0490 | 3.15 | |
| 0.3584 | 3.44 | |
| 0.6140 | 5.42 |
Estimation Period:
Dec 22, 1998 to Jul 2, 2026
Dec 22, 1998 to Jul 2, 2026
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