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	param	t-stat
$m$	46
$α$	0.0237	7.26
$β$	0.8328	191.71
$γ$	0.1858	35.77
$λ_{1}$	0.0078	9.25
$λ_{2}$	0.0308	8.60
$λ_{3}$	0.9651	235.15

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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