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	param	t-stat
$ω$	0.0038	1.15
$α$	0.1376	25.67
$β$	0.9746	649.71
$γ$	-0.1391	-37.59

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:12.13% (-0.60%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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