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	param	t-stat
$ω$	0.0358	12.62
$α$	0.0328	2.26
$β$	0.8417	97.76
$γ$	0.1927	9.26

V-Lab

State Street SPDR S&P 500 Fossil Fuel Reserves Free ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.86% (-0.79%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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