State Street SPDR Russell 1000 Momentum Focus ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.75% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0247 | 6.11 | |
| 0.8191 | 130.94 | |
| 0.2101 | 28.90 | |
| 0.0088 | 4.10 | |
| 0.0521 | 3.94 | |
| 0.9412 | 62.47 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR Russell 1000 Momentum Focus ETF Analyses
Other MF2-GARCH Analyses on ETFs