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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.9418	9.54***
α ARCH Response to squared shocks	0.0902	34.28***
β GARCH Volatility persistence	0.9845	559.38***
ν DF Student-t tail thickness	8.7530	5.31***

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State Street Consumer Staples Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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