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	param	t-stat
$ω$	0.0311	14.31
$α$	0.0066	3.04
$β$	0.9029	400.76
$γ$	0.1395	22.37

V-Lab

State Street SPDR Portfolio S&P 400 Mid Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:12.63% (-0.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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