State Street SPDR S&P 500 ETF Trust MEM Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Monday, April 13th, 2026
1 Day
18.95%
decreased by 0.10%
1 Week
32.78%
increased by 13.73%
1 Month
62.75%
increased by 43.70%
Analysis last updated: Friday, April 10, 2026 at 10:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4202 | 2.66 | |
| 1.0000 | 1.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Mar 15, 2004 to Apr 10, 2026
Mar 15, 2004 to Apr 10, 2026
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