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	param	t-stat
$ω$	1.8225	9.46
$α$	0.1100	9.58
$β$	0.8539	60.33
$γ_{1}$	0.0113	6.09
$γ_{2}$	-0.0133	-5.67

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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

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Other State Street Consumer Staples Select Sector SPDR ETF Analyses