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	param	t-stat
$m$	81
$α$	0.0000	0.01
$β$	0.8815	322.07
$γ$	0.1268	38.48
$λ_{1}$	0.1609	6.63
$λ_{2}$	0.8222	28.43
$λ_{3}$	0.0895	2.30

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State Street Materials Select Sector SPDR ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Materials Select Sector SPDR ETF Analyses