State Street SPDR S&P 500 ETF Trust EGARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
14.47%
decreased by 0.70%
1 Week
14.65%
decreased by 0.52%
1 Month
15.24%
increased by 0.07%
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 | |
|---|---|---|
| 0.0065 | 2.00 | |
| 0.1568 | 30.06 | |
| 0.9676 | 590.35 | |
| -0.1466 | -34.34 |
Estimation Period:
Jan 29, 1993 to Apr 10, 2026
Jan 29, 1993 to Apr 10, 2026
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