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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1963	2.72***
α ARCH Response to squared shocks	0.0184	1.93*
β GARCH Volatility persistence	0.9168	189.78***
γ leverage Additional response to negative shocks	0.0644	1.97**

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State Street SPDR S&P Oil & Gas Equipment & Services ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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