State Street SPDR S&P 500 ETF Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
14.27%
decreased by 0.53%
1 Week
14.49%
decreased by 0.31%
1 Month
15.16%
increased by 0.36%
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 | |
|---|---|---|
| 0.7088 | 4.63 | |
| 0.1115 | 9.77 | |
| 0.8512 | 63.69 | |
| 0.0588 | 1.84 | |
| -0.1470 | -3.32 | |
| 0.1649 | 6.57 | |
| -0.1390 | -5.76 | |
| 0.1018 | 3.42 | |
| -0.0427 | -1.44 | |
| -0.0030 | -0.14 |
Estimation Period:
Jan 29, 1993 to Jul 2, 2026
Jan 29, 1993 to Jul 2, 2026
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