State Street SPDR S&P 500 ETF Trust APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.08%
decreased by 0.09%
1 Week
15.34%
increased by 0.17%
1 Month
16.21%
increased by 1.04%
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 | |
|---|---|---|
| 0.0343 | 37.34 | |
| 0.0940 | 33.70 | |
| 0.9001 | 340.67 | |
| 0.9641 | 24.55 | |
| 0.9398 | 38.64 |
Estimation Period:
Jan 29, 1993 to Jun 5, 2026
Jan 29, 1993 to Jun 5, 2026
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