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	param	t-stat
$ω$	0.7680	2.82
$α$	0.1563	5.45
$β$	0.7716	20.87
$γ_{1}$	-4.3493	-3.63
$γ_{2}$	6.9375	3.40
$γ_{3}$	-3.1759	-2.18
$γ_{4}$	0.5498	0.46
$γ_{5}$	-0.1225	-0.10
$γ_{6}$	0.8187	0.78
$γ_{7}$	-1.6239	-1.71
$γ_{8}$	1.2740	1.60
$γ_{9}$	-0.1216	-0.17
$γ_{10}$	-0.2530	-0.50

V-Lab

State Street SPDR MSCI USA StrategicFactors ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.58% (-0.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR MSCI USA StrategicFactors ETF Analyses