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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0002	0.22
α ARCH Response to squared shocks	0.0869	41.53***
β GARCH Volatility persistence	0.8912	387.65***
γ leverage Additional response to negative shocks	0.4891	31.67***

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State Street Consumer Staples Select Sector SPDR ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Staples Select Sector SPDR ETF Analyses