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	param	t-stat
$ω$	0.0205	14.67
$α$	0.0187	6.49
$β$	0.9176	333.67
$γ$	0.1010	20.48

V-Lab

State Street SPDR Portfolio Europe ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.13% (-0.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Portfolio Europe ETF Analyses