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	param	t-stat
$ω$	0.0263	15.01
$α$	0.0137	6.41
$β$	0.9041	394.64
$γ$	0.1330	21.48

V-Lab

State Street SPDR S&P 400 Mid Cap Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:13.98% (+0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P 400 Mid Cap Value ETF Analyses