The covariance terms associated with the intercept (or constant) in SPSS obtained by firstly computing a column where every element equals 1.
COMPUTE CONST=1. EXE.
The above created constant term may then be added as a predictor in, for example, a moderation analysis, after removing the default option to include the intercept (constant) in the analysis (using the /ORIGIN subcommand) and requesting the covariance matrix of the regression coefficients (using the /BCOV subcommand).
REGRESSION /MISSING LISTWISE /STATISTICS COEFF OUTS BCOV R ANOVA /CRITERIA=PIN(.05) POUT(.10) /ORIGIN /DEPENDENT Y /METHOD=ENTER CONST ZX ZM ZXM.