State Street SPDR S&P 1500 Momentum Tilt ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.99% (+5.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0431 | 16.99 | |
| 0.1108 | 25.61 | |
| 0.8491 | 173.33 |
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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