State Street SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility prediction for Monday, April 13th, 2026
1 Day
12.71%
decreased by 0.62%
1 Week
13.05%
decreased by 0.28%
1 Month
13.87%
increased by 0.54%
Analysis last updated: Friday, April 10, 2026 at 10:37 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 | |
| 0.8305 | 200.74 | |
| 0.2214 | 42.39 | |
| 0.0119 | 5.99 | |
| 0.0558 | 4.50 | |
| 0.9339 | 66.47 |
Estimation Period:
Jan 29, 1993 to Apr 10, 2026
Jan 29, 1993 to Apr 10, 2026
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