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	param	t-stat
$ω$	0.7624	5.70
$α$	0.0977	8.74
$β$	0.8642	57.53
$γ_{1}$	-0.2129	-4.36
$γ_{2}$	0.3574	5.01
$γ_{3}$	-0.2249	-4.74
$γ_{4}$	0.0904	2.03
$γ_{5}$	0.0304	0.66
$γ_{6}$	-0.0778	-1.73
$γ_{7}$	0.0493	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