State Street Consumer Discretionary Select Sector SPDR ETF EGARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
21.44%
decreased by 1.13%
1 Week
21.46%
decreased by 1.11%
1 Month
21.55%
decreased by 1.02%
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 | |
|---|---|---|
| 0.0118 | 6.67 | |
| 0.1571 | 35.81 | |
| 0.9822 | 1,047.16 | |
| -0.0872 | -23.30 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
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