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	param	t-stat
$ω$	0.0113	1.36
$α$	0.0387	5.32
$β$	0.9821	256.29
$γ$	-0.0670	-9.63

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State Street SPDR S&P SmallCap 600 ESG ETF EGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:16.17% (-0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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