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	param	t-stat
$m$	26
$α$	0.0385	8.40
$β$	0.7965	75.94
$γ$	0.1049	17.43
$λ_{1}$	0.0106	4.26
$λ_{2}$	0.0532	4.36
$λ_{3}$	0.9378	68.44

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State Street Utilities Select Sector SPDR ETF MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Utilities Select Sector SPDR ETF Analyses