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	param	t-stat
$ω$	1.1788	12.91
$α$	0.0893	2.03
$β$	0.6796	5.33
$γ_{1}$	0.0258	2.11

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State Street SPDR S&P SmallCap 600 ESG ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:20.51% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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