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	param	t-stat
$ω$	0.1207	0.72
$α$	-0.0698	-1.70
$β$	0.7321	9.86
$γ$	-0.3562	-11.95

V-Lab

WEBs SPY Defined Volatility ETF EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.96% (-11.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other WEBs SPY Defined Volatility ETF Analyses