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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6985	8.09***
α ARCH Response to squared shocks	0.0865	32.25***
β GARCH Volatility persistence	0.9864	532.62***
ν DF Student-t tail thickness	8.4623	5.35***

V-Lab

State Street Industrial Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses