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	param	t-stat
$ω$	1.0090	6.12
$α$	0.1173	9.14
$β$	0.8474	56.58
$γ_{1}$	-0.1641	-4.12
$γ_{2}$	0.3464	5.63
$γ_{3}$	-0.3211	-6.10
$γ_{4}$	0.1921	3.60
$γ_{5}$	-0.0398	-0.77
$γ_{6}$	-0.0396	-0.85
$γ_{7}$	0.0371	1.16

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State Street Financial Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Financial Select Sector SPDR ETF Analyses