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	param	t-stat
$ω$	0.7087	5.45
$α$	0.0957	7.72
$β$	0.8767	63.14
$γ_{1}$	-0.0408	-3.03
$γ_{2}$	0.0702	3.65
$γ_{3}$	-0.0421	-4.43

V-Lab

State Street SPDR S&P 400 Mid Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.28% (+3.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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