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	param	t-stat
$ω$	0.7275	4.70
$α$	0.1118	9.75
$β$	0.8510	63.55
$γ_{1}$	0.0665	2.07
$γ_{2}$	-0.1598	-3.59
$γ_{3}$	0.1735	6.87
$γ_{4}$	-0.1436	-5.78
$γ_{5}$	0.1005	3.27
$γ_{6}$	-0.0336	-1.02
$γ_{7}$	-0.0246	-0.52

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State Street SPDR S&P 500 ETF Trust 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