We investigate the noise in spin transport through a single quantum dot (QD) tunnel coupled to ferromagnetic (FM) electrodes with noncollinear magnetizations. Based on a spin-resolved quantum master equation, auto- and cross-correlations of spin-resolved currents are analyzed to reveal the underlying spin transport dynamics and characteristics for various polarizations. We find the currents of majority and minority spins could be strongly autocorrelated despite uncorrelated charge transfer. The interplay between tunnel coupling and the Coulomb interaction gives rise to an exchange magnetic field, leading to the precession of the accumulated spin in the QD. It strongly suppresses the bunching of spin tunneling events and results in a unique double-peak structure in the noise of the net spin current. The spin autocorrelation is found to be susceptible to magnetization alignments, which may serve as a sensitive tool to measure the magnetization directions between the FM electrodes.