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	param	t-stat
$ω$	0.7629	5.72
$α$	0.0972	8.72
$β$	0.8647	57.66
$γ_{1}$	-0.2116	-4.37
$γ_{2}$	0.3560	5.04
$γ_{3}$	-0.2259	-4.82
$γ_{4}$	0.0934	2.12
$γ_{5}$	0.0273	0.60
$γ_{6}$	-0.0762	-1.71
$γ_{7}$	0.0491	1.61

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