State Street SPDR S&P 1500 Value Tilt ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.52% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0604 | 13.77 | |
| 0.0911 | 16.10 | |
| 0.8429 | 100.01 |
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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