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	param	t-stat
$m$	46
$α$	0.0237	7.25
$β$	0.8331	192.77
$γ$	0.1858	35.78
$λ_{1}$	0.0076	9.28
$λ_{2}$	0.0307	8.68
$λ_{3}$	0.9652	238.44

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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