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	param	t-stat
$ω$	0.0256	9.70
$α$	0.0167	2.55
$β$	0.8930	190.65
$γ$	0.1252	9.94

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State Street SPDR MSCI EAFE StrategicFactors ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:11.25% (-0.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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