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{name} Model Equation

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Param	Value	t-stat
ωconst	0.7657	5.84***
αARCH	0.0965	8.72***
βGARCH	0.8646	57.69***

γ₁	-0.2058	-4.44***
γ₂	0.3493	5.17***
γ₃	-0.2294	-5.18***
γ₄	0.1047	2.53**
γ₅	0.0144	0.34
γ₆	-0.0677	-1.60
γ₇	0.0454	1.53

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7657	5.84***
α ARCH Response to squared shocks	0.0965	8.72***
β GARCH Volatility persistence	0.8646	57.69***

γ₁	-0.2058	-4.44***
γ₂	0.3493	5.17***
γ₃	-0.2294	-5.18***
γ₄	0.1047	2.53**
γ₅	0.0144	0.34
γ₆	-0.0677	-1.60
γ₇	0.0454	1.53

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