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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0035	6.14***
α ARCH Response to squared shocks	0.1167	9.15***
β GARCH Volatility persistence	0.8472	56.49***

γ₁	-0.1614	-4.16***
γ₂	0.3424	5.76***
γ₃	-0.3225	-6.44***
γ₄	0.1998	3.90***
γ₅	-0.0484	-0.97
γ₆	-0.0367	-0.80
γ₇	0.0390	1.23

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Financial Select Sector SPDR ETF Analyses