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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7526	5.73***
α ARCH Response to squared shocks	0.0977	8.76***
β GARCH Volatility persistence	0.8630	57.03***

γ₁	-0.2137	-4.53***
γ₂	0.3604	5.24***
γ₃	-0.2317	-5.10***
γ₄	0.0987	2.30**
γ₅	0.0285	0.63
γ₆	-0.0924	-1.90*
γ₇	0.1044	1.65*

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State Street Industrial Select Sector SPDR ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses