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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3785	11.45***
α ARCH Response to squared shocks	0.0829	32.41***
β GARCH Volatility persistence	0.9856	757.57***
ν DF Student-t tail thickness	10.1239	4.42***

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State Street Utilities Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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