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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0165	6.04***
α ARCH Response to squared shocks	0.1684	37.96***
β GARCH Volatility persistence	0.9816	912.29***
γ leverage Additional response to negative shocks	-0.1066	-28.09***

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State Street Financial Select Sector SPDR ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Financial Select Sector SPDR ETF Analyses