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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.4711	5.63***
α ARCH Response to squared shocks	0.0867	47.40***
β GARCH Volatility persistence	0.9948	1,018.23***
ν DF Student-t tail thickness	8.7556	7.29***

V-Lab

State Street Technology Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Technology Select Sector SPDR ETF Analyses