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	param	t-stat
$ω$	1.4085	5.23
$α$	0.1177	9.51
$β$	0.8545	64.23
$γ_{1}$	0.0492	3.32
$γ_{2}$	-0.0802	-3.70
$γ_{3}$	0.0544	3.35
$γ_{4}$	-0.0314	-2.82

V-Lab

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

Volatility Prediction for Thursday, February 12th, 2026:11.87% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

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