State Street SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
12.19%
decreased by 0.61%
1 Week
12.36%
decreased by 0.44%
1 Month
12.98%
increased by 0.18%
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 | |
|---|---|---|
| 1.3593 | 6.57 | |
| 0.0923 | 41.32 | |
| 0.9891 | 556.29 | |
| 6.7488 | 8.98 |
Estimation Period:
Jan 29, 1993 to Jun 5, 2026
Jan 29, 1993 to Jun 5, 2026
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