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	param	t-stat
$m$	26
$α$	0.0395	8.62
$β$	0.7954	75.71
$γ$	0.1049	17.37
$λ_{1}$	0.0106	4.30
$λ_{2}$	0.0531	4.39
$λ_{3}$	0.9379	69.02

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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