State Street SPDR S&P 1500 Momentum Tilt ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.97% (-0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9393 | 5.91 | |
| 0.1106 | 6.50 | |
| 0.8452 | 41.16 | |
| 0.0054 | 0.94 |
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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