State Street SPDR Russell 1000 Low Volatility Focus ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.09% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9156 | 6.35 | |
| 0.1065 | 22.10 | |
| 0.9712 | 183.83 | |
| 5.0546 | 8.30 |
Estimation Period:
Dec 3, 2015 to Feb 6, 2026
Dec 3, 2015 to Feb 6, 2026
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