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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4383	9.92***
α ARCH Response to squared shocks	0.0871	8.51***
β GARCH Volatility persistence	0.8889	80.17***

γ₁	0.0097	5.02***
γ₂	-0.0119	-4.78***

V-Lab

State Street Utilities Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Utilities Select Sector SPDR ETF Analyses