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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0706	12.54***
α ARCH Response to squared shocks	0.1823	52.38***
β GARCH Volatility persistence	0.8063	204.59***
γ leverage Additional response to negative shocks	0.1191	19.59***
δ power Transformation power	1.2336	16.64***

V-Lab

State Street SPDR S&P Oil & Gas Equipment & Services ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Oil & Gas Equipment & Services ETF Analyses