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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0677	30.79***
α ARCH Response to squared shocks	0.2082	58.22***
β GARCH Volatility persistence	0.7616	195.53***
γ leverage Additional response to negative shocks	0.1763	29.74***
δ power Transformation power	0.7120	19.67***

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State Street SPDR S&P Biotech ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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