State Street SPDR S&P 1500 Momentum Tilt ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.98% (+26.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 101 | ||
| 0.5895 | 5,894,960.00 | |
| 0.1605 | 1,605,040.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 100.00 |
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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