State Street SPDR Russell 1000 Yield Focus ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.94% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6205 | 3.93 | |
| 0.1143 | 5.49 | |
| 0.8264 | 30.55 | |
| 0.2662 | 3.58 | |
| -0.3758 | -3.50 | |
| 0.1678 | 2.02 |
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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