State Street SPDR Russell 1000 Momentum Focus ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.05% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3826 | 5.37 | |
| 0.1200 | 30.33 | |
| 0.9793 | 224.88 | |
| 4.5428 | 15.49 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
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