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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0467	30.54***
α ARCH Response to squared shocks	0.1386	32.74***
β GARCH Volatility persistence	0.7732	240.51***
γ leverage Additional response to negative shocks	0.1355	16.73***

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State Street Materials Select Sector SPDR ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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