State Street SPDR S&P 500 ETF Trust MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
11.58%
decreased by 0.42%
1 Week
12.13%
increased by 0.13%
1 Month
13.69%
increased by 1.69%
Analysis last updated: Friday, May 22, 2026 at 10:51 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 | |
| 0.8308 | 201.30 | |
| 0.2205 | 43.03 | |
| 0.0121 | 5.94 | |
| 0.0566 | 4.48 | |
| 0.9329 | 65.04 |
Estimation Period:
Jan 29, 1993 to May 22, 2026
Jan 29, 1993 to May 22, 2026
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