State Street SPDR S&P 500 ETF Trust EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
17.24%
decreased by 1.10%
1 Week
17.26%
decreased by 1.08%
1 Month
17.33%
decreased by 1.01%
Analysis last updated: Saturday, June 13, 2026 at 12:05 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0066 | 2.05 | |
| 0.1568 | 30.49 | |
| 0.9675 | 591.37 | |
| -0.1461 | -34.93 |
Estimation Period:
Jan 29, 1993 to Jun 12, 2026
Jan 29, 1993 to Jun 12, 2026
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