State Street SPDR Russell 1000 Low Volatility Focus ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.49% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0290 | 13.59 | |
| 0.1142 | 21.14 | |
| 0.8527 | 130.76 |
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 Low Volatility Focus ETF Analyses
Other GARCH Analyses on ETFs