State Street SPDR S&P 500 ETF Trust GARCH Volatility Analysis
Volatility Prediction for Monday, March 23rd, 2026:16.17% (+2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 19.59 | |
| 0.1099 | 40.27 | |
| 0.8736 | 339.94 |
Estimation Period:
Jan 29, 1993 to Mar 20, 2026
Jan 29, 1993 to Mar 20, 2026
News Impact Curve
Volatility Forecasts
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