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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0366	25.97***
α ARCH Response to squared shocks	0.2078	59.94***
β GARCH Volatility persistence	0.7758	204.76***
γ leverage Additional response to negative shocks	0.1092	19.91***
δ power Transformation power	1.0079	16.74***

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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