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	param	t-stat
$ω$	0.9983	6.07
$α$	0.1170	9.15
$β$	0.8476	56.73
$γ_{1}$	-0.1675	-4.21
$γ_{2}$	0.3522	5.74
$γ_{3}$	-0.3258	-6.21
$γ_{4}$	0.1953	3.65
$γ_{5}$	-0.0386	-0.74
$γ_{6}$	-0.0499	-0.99
$γ_{7}$	0.0696	1.16

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Financial Select Sector SPDR ETF Analyses