State Street SPDR S&P 500 ETF Trust Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, June 18th, 2026
1 Day
11.30%
increased by 4.02%
1 Week
11.56%
increased by 4.28%
1 Month
12.05%
increased by 4.77%
Analysis last updated: Wednesday, June 17, 2026 at 10:41 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1116 | 15.55 | |
| 0.4783 | 15.21 | |
| 0.4933 | 21.66 | |
| 0.4837 | 12.67 | |
| 0.5000 | 26.13 |
Estimation Period:
Mar 15, 2004 to Jun 12, 2026
Mar 15, 2004 to Jun 12, 2026
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