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	param	t-stat
$ω$	0.0389	14.69
$α$	0.0066	1.04
$β$	0.8808	172.16
$γ$	0.1520	14.22

V-Lab

State Street SPDR S&P 1500 Momentum Tilt ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.77% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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