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	param	t-stat
$ω$	0.0136	4.19
$α$	0.1355	24.69
$β$	0.9771	624.73
$γ$	-0.1039	-23.33

V-Lab

State Street SPDR Portfolio S&P 600 Small Cap ETF EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:17.33% (+3.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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