State Street SPDR S&P 500 ETF Trust GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
19.22%
decreased by 1.19%
1 Week
19.19%
decreased by 1.22%
1 Month
19.07%
decreased by 1.34%
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 | |
|---|---|---|
| 0.0214 | 19.59 | |
| 0.1100 | 40.39 | |
| 0.8736 | 340.86 |
Estimation Period:
Jan 29, 1993 to Apr 10, 2026
Jan 29, 1993 to Apr 10, 2026
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