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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2780	9.91***
α ARCH Response to squared shocks	0.0920	9.40***
β GARCH Volatility persistence	0.8895	80.40***

V-Lab

State Street Materials Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Materials Select Sector SPDR ETF Analyses