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	param	t-stat
$ω$	0.0220	19.03
$α$	0.0000	0.00
$β$	0.8930	429.51
$γ$	0.1734	31.36

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:13.30% (+3.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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