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	param	t-stat
$ω$	1.0128	7.56
$α$	0.0975	4.85
$β$	0.8416	28.09
$γ_{1}$	0.0016	1.01

V-Lab

State Street SPDR S&P 1500 Value Tilt ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.53% (-0.63%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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