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	param	t-stat
$ω$	0.5778	3.89
$α$	0.1688	4.09
$β$	0.7348	12.56
$γ_{1}$	-0.3606	-2.46
$γ_{2}$	0.7116	2.73

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SPDR S&P 500 Buyback ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other SPDR S&P 500 Buyback ETF Analyses