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	param	t-stat
$ω$	0.7125	4.61
$α$	0.1119	9.79
$β$	0.8511	63.74
$γ_{1}$	0.0602	1.87
$γ_{2}$	-0.1497	-3.36
$γ_{3}$	0.1672	6.63
$γ_{4}$	-0.1404	-5.73
$γ_{5}$	0.1017	3.38
$γ_{6}$	-0.0421	-1.41
$γ_{7}$	-0.0028	-0.13

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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