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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.0810	38.40***
β GARCH Volatility persistence	0.8953	365.57***
γ leverage Additional response to negative shocks	0.6930	30.47***

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State Street Industrial Select Sector SPDR ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses