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	param	t-stat
$ω$	-0.0112	-4.33
$α$	0.0925	33.07
$β$	0.8793	289.83
$γ$	0.6873	25.25

V-Lab

State Street SPDR Portfolio S&P 500 Value ETF AGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:16.33% (+6.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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