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	param	t-stat
$ω$	0.1015	4.95
$α$	0.0000	0.00
$β$	0.9066	86.15
$γ$	0.0779	3.98

V-Lab

State Street SPDR S&P SmallCap 600 ESG ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:18.37% (-0.18%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street SPDR S&P SmallCap 600 ESG ETF Analyses