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	param	t-stat
$ω$	1.3890	5.49
$α$	0.1170	9.37
$β$	0.8525	61.54
$γ_{1}$	0.0539	3.79
$γ_{2}$	-0.0913	-4.33
$γ_{3}$	0.0736	4.13
$γ_{4}$	-0.0755	-2.92

V-Lab

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

Volatility Prediction for Wednesday, February 11th, 2026:11.47% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

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