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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0230	16.34***
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.9196	513.19***
γ leverage Additional response to negative shocks	0.1316	28.79***

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State Street Industrial Select Sector SPDR ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses