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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0352	30.22***
α ARCH Response to squared shocks	0.1585	34.40***
β GARCH Volatility persistence	0.7823	242.66***
γ leverage Additional response to negative shocks	0.0711	8.73***

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State Street Utilities Select Sector SPDR ETF Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Utilities Select Sector SPDR ETF Analyses