State Street SPDR S&P 500 ETF Trust APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.05% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 37.27 | |
| 0.0950 | 34.00 | |
| 0.8996 | 336.19 | |
| 0.9640 | 24.74 | |
| 0.9298 | 38.23 |
Estimation Period:
Jan 29, 1993 to Feb 6, 2026
Jan 29, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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