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	param	t-stat
$ω$	0.0310	11.08
$α$	0.0417	9.38
$β$	0.9093	254.77
$γ$	0.0730	5.48

V-Lab

State Street SPDR S&P North American Natural Resources ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:31.82% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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