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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.2271	6.92
$β$	0.0000	0.00
$γ$	-0.0089	-0.29
$λ_{1}$	0.5184	0.25
$λ_{2}$	0.1198	0.29
$λ_{3}$	0.5659	0.35

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State Street SPDR S&P SmallCap 600 ESG ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:17.42% (-10.42%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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