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	param	t-stat
$ω$	1.8190	9.48
$α$	0.1093	9.58
$β$	0.8549	60.89
$γ_{1}$	0.0112	6.11
$γ_{2}$	-0.0132	-5.71

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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