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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
m window Rolling window length	31
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.8280	146.13***
γ leverage Additional response to negative shocks	0.1863	36.82***
λ₁ tau intercept Baseline long-term coefficient	0.0107	4.89***
λ₂ forecast adj. Forecast performance sensitivity	0.0539	5.19***
λ₃ tau persistence Long-term factor persistence	0.9412	85.56***

V-Lab

State Street Technology Select Sector SPDR ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Technology Select Sector SPDR ETF Analyses