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	param	t-stat
$ω$	0.0242	20.24
$α$	0.0014	0.45
$β$	0.8890	384.50
$γ$	0.1810	27.19

V-Lab

State Street SPDR S&P 500 ETF Trust GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, March 23rd, 2026:19.60% (+3.08%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P 500 ETF Trust Analyses