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	param	t-stat
$ω$	1.2247	11.93
$α$	0.0904	2.04
$β$	0.6699	4.98
$γ_{1}$	0.0526	1.37

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

Volatility Prediction for Tuesday, February 10th, 2026:21.29% (-1.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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