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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.1033	7.22***
α ARCH Response to squared shocks	0.1149	9.84***
β GARCH Volatility persistence	0.8645	72.54***

V-Lab

State Street SPDR Portfolio S&P 500 Value ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR Portfolio S&P 500 Value ETF Analyses