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Yes, you can run an SPSS query to obtain HRs for a time-dependent covariate at various periods of follow-up using Cox regression analysis.

Here are the steps to perform this analysis:

1. Open your dataset in SPSS and navigate to the "Analyze" tab.

2. From the dropdown menu, select "Survival" > "Cox Regression".

3. In the "Cox Regression" window, select the variable you want to use as the time-dependent covariate under the "Covariates" section.

4. In the "Survival Time" section, select the variable representing the time to event (e.g., time to death, time to disease recurrence, etc.).

5. Under the "Options" tab, select "Strata" and choose a variable that you want to stratify on, if applicable.

6. Click "OK" to run the Cox regression analysis.

7. The output will provide the hazard ratios (HRs) for the time-dependent covariate at various time points, as well as the overall HR.

NOTE: It is important to specify the time-dependent nature of the covariate by using the "Enter Time-dependent Covariates" option in the "Cox Regression" window. This will allow SPSS to appropriately account for changes in the covariate over time.