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	param	t-stat
$ω$	0.0243	20.26
$α$	0.0015	0.48
$β$	0.8886	383.17
$γ$	0.1817	27.19

V-Lab

State Street SPDR S&P 500 ETF Trust GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 20th, 2026:13.71% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P 500 ETF Trust Analyses