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	param	t-stat
$ω$	0.7104	4.63
$α$	0.1117	9.76
$β$	0.8511	63.57
$γ_{1}$	0.0595	1.86
$γ_{2}$	-0.1482	-3.34
$γ_{3}$	0.1658	6.60
$γ_{4}$	-0.1393	-5.74
$γ_{5}$	0.1013	3.38
$γ_{6}$	-0.0414	-1.40
$γ_{7}$	-0.0041	-0.19

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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