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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0210	22.36***
α ARCH Response to squared shocks	0.0353	12.62***
β GARCH Volatility persistence	0.9126	405.41***
γ leverage Additional response to negative shocks	0.0693	12.00***

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State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Utilities Select Sector SPDR ETF Analyses