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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8754	5.43***
α ARCH Response to squared shocks	0.0995	9.79***
β GARCH Volatility persistence	0.8665	68.56***

γ₁	-0.2469	-5.96***
γ₂	0.3878	6.62***
γ₃	-0.2085	-5.01***
γ₄	0.0960	2.22**
γ₅	-0.0049	-0.11
γ₆	-0.0423	-1.02
γ₇	0.0140	0.46

V-Lab

State Street Technology Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Technology Select Sector SPDR ETF Analyses