State Street SPDR S&P 500 ETF Trust 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
16.73%
increased by 5.34%
1 Week
22.62%
increased by 11.23%
1 Month
37.93%
increased by 26.54%
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 | |
|---|---|---|
| 0.4600 | 2.22 | |
| 1.0000 | 3.37 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 15, 2004 to Jun 5, 2026
Mar 15, 2004 to Jun 5, 2026
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