State Street SPDR S&P 1500 Momentum Tilt ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.02% (+5.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8736 | 6.41 | |
| 0.1087 | 6.52 | |
| 0.8478 | 41.41 | |
| -0.0009 | -0.51 |
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 Zero Slope Spline-GARCH Analyses on ETFs