V-Lab: SPDR S&P 500 ETF Trust Asy. Power MEM Volatility Analysis

V-Lab

SPDR S&P 500 ETF Trust Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, June 16th, 2025:13.94% (+2.01%)

Analysis last updated: Friday, June 13, 2025 at 10:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0428	34.98
$α$	0.2298	51.87
$β$	0.7484	161.69
$γ$	0.3246	27.93
$δ$	0.7813	21.07

Estimation Period:
Mar 15, 2004 to Jun 13, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts