State Street SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.08%
decreased by 1.33%
1 Week
18.92%
decreased by 1.49%
1 Month
18.47%
decreased by 1.94%
Analysis last updated: Saturday, June 13, 2026 at 12:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8301 | 199.68 | |
| 0.2205 | 43.24 | |
| 0.0125 | 5.85 | |
| 0.0584 | 4.43 | |
| 0.9308 | 62.14 |
Estimation Period:
Jan 29, 1993 to Jun 12, 2026
Jan 29, 1993 to Jun 12, 2026
Other State Street SPDR S&P 500 ETF Trust Analyses
Other MF2-GARCH Analyses on ETFs