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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0211	28.48***
α ARCH Response to squared shocks	0.0906	40.37***
β GARCH Volatility persistence	0.9049	409.44***
γ leverage Additional response to negative shocks	0.6159	29.27***
δ power Transformation power	1.1130	38.54***

V-Lab

State Street Consumer Staples Select Sector SPDR ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Staples Select Sector SPDR ETF Analyses