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	param	t-stat
$ω$	1.0105	6.08
$α$	0.1164	9.11
$β$	0.8494	57.31
$γ_{1}$	-0.1660	-4.05
$γ_{2}$	0.3488	5.47
$γ_{3}$	-0.3185	-5.77
$γ_{4}$	0.1842	3.32
$γ_{5}$	-0.0317	-0.60
$γ_{6}$	-0.0429	-0.91
$γ_{7}$	0.0363	1.12

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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