State Street SPDR Russell 1000 Low Volatility Focus ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.33% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2107 | 3.32 | |
| 0.1204 | 5.04 | |
| 0.8288 | 26.10 | |
| 0.1932 | 2.14 | |
| -0.2777 | -2.26 | |
| 0.1125 | 1.37 |
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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