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	param	t-stat
$ω$	0.0223	20.24
$α$	0.1131	36.51
$β$	0.8674	281.90

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:12.12% (-0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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