State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
16.16%
increased by 0.82%
1 Week
16.13%
increased by 0.79%
1 Month
16.03%
increased by 0.69%
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 | |
|---|---|---|
| 0.9278 | 9.75 | |
| 0.0906 | 34.19 | |
| 0.9840 | 552.50 | |
| 8.7256 | 5.31 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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