State Street SPDR S&P 1500 Value Tilt ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.59% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0195 | 6.14 | |
| 0.0976 | 4.85 | |
| 0.8417 | 28.10 | |
| 0.0020 | 0.34 |
Estimation Period:
Oct 25, 2012 to Feb 6, 2026
Oct 25, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other State Street SPDR S&P 1500 Value Tilt ETF Analyses
Other Spline-GARCH Analyses on ETFs