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	param	t-stat
$m$	56
$α$	0.0257	8.56
$β$	0.8379	136.89
$γ$	0.1404	25.93
$λ_{1}$	0.0092	5.22
$λ_{2}$	0.0590	4.25
$λ_{3}$	0.9287	57.74

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State Street Consumer Staples Select Sector SPDR ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Staples Select Sector SPDR ETF Analyses