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	param	t-stat
$ω$	0.0142	1.50
$α$	0.1175	10.23
$β$	0.9374	155.87
$γ$	-0.1628	-21.61

V-Lab

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

Volatility Prediction for Tuesday, February 10th, 2026:11.63% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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