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	param	t-stat
$ω$	0.0470	15.06
$α$	0.0376	4.93
$β$	0.8412	143.94
$γ$	0.1489	7.81

V-Lab

State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:13.41% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR MSCI EAFE Fossil Fuel Reserves Free ETF Analyses