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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.2672	10.31***
α ARCH Response to squared shocks	0.0833	34.83***
β GARCH Volatility persistence	0.9886	797.88***
ν DF Student-t tail thickness	11.2137	4.19***

V-Lab

State Street Materials Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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