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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0235	29.18***
α ARCH Response to squared shocks	0.0516	0.41
β GARCH Volatility persistence	0.9267	481.63***
γ leverage Additional response to negative shocks	1.0000	0.29
δ power Transformation power	1.4098	42.45***

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State Street Industrial Select Sector SPDR ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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