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	param	t-stat
$ω$	0.7166	4.60
$α$	0.1120	9.81
$β$	0.8515	63.95
$γ_{1}$	0.0617	1.90
$γ_{2}$	-0.1522	-3.39
$γ_{3}$	0.1687	6.65
$γ_{4}$	-0.1405	-5.64
$γ_{5}$	0.0999	3.27
$γ_{6}$	-0.0386	-1.29
$γ_{7}$	-0.0060	-0.28

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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