State Street SPDR S&P 500 ETF Trust AGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
16.29%
decreased by 0.85%
1 Week
16.44%
decreased by 0.70%
1 Month
16.91%
decreased by 0.23%
Analysis last updated: Friday, April 10, 2026 at 10:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0097 | -1.92 | |
| 0.1105 | 23.50 | |
| 0.8594 | 178.23 | |
| 0.6808 | 14.90 |
Estimation Period:
Jan 29, 1993 to Apr 10, 2026
Jan 29, 1993 to Apr 10, 2026
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