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V-Lab

State Street SPDR S&P 500 ETF Trust Asy. MEM Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Wednesday, June 10th, 2026

1 Day

15.02%

increased by 5.22%

1 Week

16.81%

increased by 7.01%

1 Month

22.59%

increased by 12.79%

Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC

Date Range:

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graph of State Street SPDR S&P 500 ETF Trust AMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time