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	param	t-stat
$ω$	0.7201	4.61
$α$	0.1124	9.80
$β$	0.8510	63.63
$γ_{1}$	0.0638	1.95
$γ_{2}$	-0.1561	-3.45
$γ_{3}$	0.1716	6.75
$γ_{4}$	-0.1417	-5.56
$γ_{5}$	0.0985	3.17
$γ_{6}$	-0.0355	-1.18
$γ_{7}$	-0.0081	-0.38

V-Lab

State Street SPDR S&P 500 ETF Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.21% (+2.95%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P 500 ETF Trust Analyses