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	param	t-stat
$ω$	0.0321	18.16
$α$	0.0464	9.67
$β$	0.8793	285.76
$γ$	0.1048	10.80

V-Lab

State Street SPDR S&P Emerging Markets Small Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:13.06% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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