State Street SPDR Russell 1000 Low Volatility Focus ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.24% (+1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2083 | 3.34 | |
| 0.1205 | 5.04 | |
| 0.8286 | 26.13 | |
| 0.1915 | 2.18 | |
| -0.2733 | -2.36 | |
| 0.1029 | 2.39 |
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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