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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8728	5.39***
α ARCH Response to squared shocks	0.0999	9.83***
β GARCH Volatility persistence	0.8667	68.76***

γ₁	-0.2509	-6.01***
γ₂	0.3933	6.65***
γ₃	-0.2101	-4.97***
γ₄	0.0961	2.19**
γ₅	-0.0050	-0.11
γ₆	-0.0408	-0.97
γ₇	0.0120	0.39

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