State Street SPDR Russell 1000 Low Volatility Focus ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.55% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0225 | 12.32 | |
| 0.0077 | 1.92 | |
| 0.8908 | 226.50 | |
| 0.1562 | 14.93 |
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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