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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0222	27.26***
α ARCH Response to squared shocks	0.0723	30.72***
β GARCH Volatility persistence	0.9138	374.19***
γ leverage Additional response to negative shocks	0.3091	13.90***
δ power Transformation power	1.6533	32.66***

V-Lab

State Street Utilities Select Sector SPDR ETF APARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Utilities Select Sector SPDR ETF Analyses