State Street Financial Select Sector SPDR ETF AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.77%
decreased by 1.17%
1 Week
16.23%
decreased by 0.71%
1 Month
17.73%
increased by 0.79%
Analysis last updated: Tuesday, June 9, 2026 at 09:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0107 | -3.01 | |
| 0.1029 | 38.03 | |
| 0.8752 | 310.12 | |
| 0.7775 | 29.12 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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