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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7641	5.77***
α ARCH Response to squared shocks	0.0978	8.76***
β GARCH Volatility persistence	0.8635	57.34***

γ₁	-0.2093	-4.42***
γ₂	0.3535	5.11***
γ₃	-0.2280	-4.99***
γ₄	0.0988	2.30**
γ₅	0.0215	0.49
γ₆	-0.0723	-1.66*
γ₇	0.0472	1.57

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