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	param	t-stat
$ω$	0.7621	5.68
$α$	0.0980	8.74
$β$	0.8638	57.36
$γ_{1}$	-0.2138	-4.36
$γ_{2}$	0.3583	4.99
$γ_{3}$	-0.2241	-4.68
$γ_{4}$	0.0884	1.96
$γ_{5}$	0.0325	0.70
$γ_{6}$	-0.0790	-1.74
$γ_{7}$	0.0496	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