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	param	t-stat
$ω$	1.7956	9.07
$α$	0.1096	9.47
$β$	0.8547	60.36
$γ_{1}$	0.0106	4.68
$γ_{2}$	-0.0115	-2.76

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State Street Consumer Staples Select Sector SPDR ETF Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Staples Select Sector SPDR ETF Analyses