State Street SPDR S&P 500 ETF Trust Asy. MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.02%
increased by 5.22%
1 Week
16.81%
increased by 7.01%
1 Month
22.59%
increased by 12.79%
Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1130 | 33.25 | |
| 0.0757 | 8.43 | |
| 0.5101 | 17.29 | |
| 0.8285 | 4.12 |
Estimation Period:
Mar 15, 2004 to Jun 5, 2026
Mar 15, 2004 to Jun 5, 2026
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