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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0557	20.94***
α ARCH Response to squared shocks	0.0675	24.45***
β GARCH Volatility persistence	0.9176	349.02***
γ leverage Additional response to negative shocks	0.5737	21.23***
δ power Transformation power	1.2840	27.17***

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State Street SPDR S&P Biotech ETF APARCH Volatility Analysis

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News Impact Curve

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Parameter Estimates

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