State Street SPDR S&P 1500 Momentum Tilt ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.78% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0482 | 18.09 | |
| 0.0713 | 7.22 | |
| 0.8930 | 134.29 | |
| 0.9073 | 4.49 | |
| 1.2426 | 27.86 |
Estimation Period:
Oct 25, 2012 to Feb 6, 2026
Oct 25, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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