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	param	t-stat
$ω$	0.9089	2.63
$α$	0.1561	5.72
$β$	0.7681	21.19
$γ_{1}$	-3.1973	-3.91
$γ_{2}$	5.6210	3.96
$γ_{3}$	-3.5499	-3.30
$γ_{4}$	1.7162	2.38
$γ_{5}$	-1.0589	-1.40
$γ_{6}$	0.9517	1.24
$γ_{7}$	-1.4043	-2.31
$γ_{8}$	1.9880	2.99
$γ_{9}$	-2.2471	-1.81

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:11.53% (-0.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR MSCI USA StrategicFactors ETF Analyses