State Street SPDR S&P 1500 Value Tilt ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.52% (+3.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 17.40 | |
| 0.0572 | 0.01 | |
| 0.8828 | 132.34 | |
| 1.0000 | 0.01 | |
| 1.6329 | 26.42 |
Estimation Period:
Oct 25, 2012 to Feb 6, 2026
Oct 25, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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