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	param	t-stat
$ω$	1.8201	9.46
$α$	0.1089	9.60
$β$	0.8557	61.45
$γ_{1}$	0.0112	6.14
$γ_{2}$	-0.0133	-5.74

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State Street Consumer Staples Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Staples Select Sector SPDR ETF Analyses