State Street SPDR S&P 500 ETF Trust GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.30%
decreased by 0.79%
1 Week
17.33%
decreased by 0.76%
1 Month
17.42%
decreased by 0.67%
Analysis last updated: Saturday, June 13, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 19.82 | |
| 0.1096 | 40.40 | |
| 0.8738 | 341.06 |
Estimation Period:
Jan 29, 1993 to Jun 12, 2026
Jan 29, 1993 to Jun 12, 2026
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