State Street SPDR Russell 1000 Yield Focus ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.57% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0379 | 9.35 | |
| 0.7881 | 81.82 | |
| 0.1822 | 21.25 | |
| 0.0169 | 4.72 | |
| 0.0461 | 3.90 | |
| 0.9399 | 66.85 |
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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