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	param	t-stat
$ω$	0.0193	17.21
$α$	0.0362	8.64
$β$	0.8861	347.50
$γ$	0.1376	16.07

V-Lab

State Street SPDR Portfolio Developed World ex-US ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.23% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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