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	param	t-stat
$ω$	1.0109	6.11
$α$	0.1170	9.13
$β$	0.8480	56.78
$γ_{1}$	-0.1646	-4.08
$γ_{2}$	0.3468	5.54
$γ_{3}$	-0.3191	-5.92
$γ_{4}$	0.1872	3.44
$γ_{5}$	-0.0342	-0.66
$γ_{6}$	-0.0442	-0.94
$γ_{7}$	0.0399	1.23

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