State Street SPDR S&P 1500 Momentum Tilt ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.60% (+2.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 2.73 | |
| 0.1048 | 19.02 | |
| 0.8546 | 135.78 | |
| 0.5355 | 6.98 |
Estimation Period:
Oct 25, 2012 to Feb 6, 2026
Oct 25, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P 1500 Momentum Tilt ETF Analyses
Other AGARCH Analyses on ETFs