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	param	t-stat
$ω$	0.7643	5.72
$α$	0.0978	8.75
$β$	0.8641	57.63
$γ_{1}$	-0.2107	-4.38
$γ_{2}$	0.3549	5.05
$γ_{3}$	-0.2267	-4.86
$γ_{4}$	0.0959	2.19
$γ_{5}$	0.0238	0.53
$γ_{6}$	-0.0721	-1.63
$γ_{7}$	0.0454	1.49

V-Lab

State Street Industrial Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses