State Street SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
13.15%
decreased by 0.03%
1 Week
13.56%
increased by 0.38%
1 Month
14.72%
increased by 1.54%
Analysis last updated: Tuesday, July 7, 2026 at 09:46 PM 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 | |
| 0.8299 | 199.31 | |
| 0.2205 | 43.26 | |
| 0.0124 | 5.85 | |
| 0.0583 | 4.42 | |
| 0.9309 | 62.18 |
Estimation Period:
Jan 29, 1993 to Jul 2, 2026
Jan 29, 1993 to Jul 2, 2026
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