State Street SPDR S&P 1500 Value Tilt ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.05% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.7497 | 7,496,970.00 | |
| 0.0003 | 3,030.00 | |
| 0.5000 | 5,000,000.00 | |
| 2.3274 | 23,274,090.00 | |
| 0.0373 | 373,200.00 | |
| 0.0003 | 3,220.00 |
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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