State Street SPDR S&P 1500 Momentum Tilt ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.20% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 1.48 | |
| 0.1259 | 10.29 | |
| 0.9432 | 225.91 | |
| -0.1220 | -10.73 |
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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