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	param	t-stat
$ω$	1.0083	6.10
$α$	0.1170	9.13
$β$	0.8481	56.85
$γ_{1}$	-0.1643	-4.09
$γ_{2}$	0.3463	5.58
$γ_{3}$	-0.3198	-6.01
$γ_{4}$	0.1896	3.52
$γ_{5}$	-0.0370	-0.71
$γ_{6}$	-0.0429	-0.92
$γ_{7}$	0.0401	1.25

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Financial Select Sector SPDR ETF Analyses