State Street Financial Select Sector SPDR ETF GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
17.11%
decreased by 0.11%
1 Week
17.38%
increased by 0.16%
1 Month
18.32%
increased by 1.10%
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 | |
|---|---|---|
| 0.0335 | 20.62 | |
| 0.1125 | 38.92 | |
| 0.8746 | 309.48 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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