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	param	t-stat
$m$	46
$α$	0.0235	7.20
$β$	0.8328	192.38
$γ$	0.1866	35.84
$λ_{1}$	0.0077	9.25
$λ_{2}$	0.0308	8.65
$λ_{3}$	0.9651	236.83

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Financial Select Sector SPDR ETF Analyses