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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.7046	9.26***
α ARCH Response to squared shocks	0.0695	24.88***
β GARCH Volatility persistence	0.9857	480.62***
ν DF Student-t tail thickness	10.8140	2.96***

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State Street SPDR S&P Biotech ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Biotech ETF Analyses