State Street SPDR S&P 500 ETF Trust AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
17.28%
decreased by 0.09%
1 Week
17.36%
decreased by 0.01%
1 Month
17.63%
increased by 0.26%
Analysis last updated: Tuesday, June 16, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0093 | -1.88 | |
| 0.1102 | 23.85 | |
| 0.8593 | 179.85 | |
| 0.6819 | 15.21 |
Estimation Period:
Jan 29, 1993 to Jun 12, 2026
Jan 29, 1993 to Jun 12, 2026
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