State Street Consumer Discretionary Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.38%
decreased by 0.92%
1 Week
19.46%
decreased by 0.84%
1 Month
19.76%
decreased by 0.54%
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 | |
|---|---|---|
| 2.4977 | 6.30 | |
| 0.0864 | 39.41 | |
| 0.9939 | 979.18 | |
| 10.1843 | 5.34 |
Estimation Period:
Dec 22, 1998 to Jun 5, 2026
Dec 22, 1998 to Jun 5, 2026
Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs