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	param	t-stat
$ω$	0.7203	4.60
$α$	0.1118	9.80
$β$	0.8519	64.18
$γ_{1}$	0.0632	1.94
$γ_{2}$	-0.1548	-3.43
$γ_{3}$	0.1703	6.70
$γ_{4}$	-0.1414	-5.60
$γ_{5}$	0.1001	3.24
$γ_{6}$	-0.0386	-1.27
$γ_{7}$	-0.0057	-0.27

V-Lab

State Street SPDR S&P 500 ETF Trust Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, March 23rd, 2026:16.50% (+2.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P 500 ETF Trust Analyses