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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0291	16.83***
α ARCH Response to squared shocks	0.0320	10.04***
β GARCH Volatility persistence	0.8986	389.19***
γ leverage Additional response to negative shocks	0.1169	18.12***

V-Lab

State Street Technology Select Sector SPDR ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Technology Select Sector SPDR ETF Analyses