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	param	t-stat
$ω$	-0.0329	-5.03
$α$	0.0864	21.56
$β$	0.8611	171.05
$γ$	1.0321	19.30

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State Street SPDR S&P 1500 Value Tilt ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:10.59% (-1.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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