State Street SPDR Russell 1000 Low Volatility Focus ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.47% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0148 | -4.57 | |
| 0.0885 | 18.67 | |
| 0.8812 | 165.34 | |
| 0.7143 | 19.32 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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