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	param	t-stat
$ω$	0.0000	0.00
$α$	0.0175	1.11
$β$	0.9891	217.62
$γ$	-0.0175	-1.03

V-Lab

State Street SPDR Portfolio Treasury ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.40% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR Portfolio Treasury ETF Analyses