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	param	t-stat
$ω$	0.0244	20.28
$α$	0.0016	0.51
$β$	0.8883	382.23
$γ$	0.1820	27.18

V-Lab

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

Volatility Prediction for Monday, February 9th, 2026:14.33% (-0.59%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P 500 ETF Trust Analyses