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	param	t-stat
$ω$	0.7209	4.68
$α$	0.1117	9.79
$β$	0.8513	63.86
$γ_{1}$	0.0612	1.92
$γ_{2}$	-0.1504	-3.40
$γ_{3}$	0.1661	6.60
$γ_{4}$	-0.1390	-5.70
$γ_{5}$	0.1007	3.35
$γ_{6}$	-0.0410	-1.37
$γ_{7}$	-0.0043	-0.20

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State Street SPDR S&P 500 ETF Trust Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P 500 ETF Trust Analyses