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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4406	9.87***
α ARCH Response to squared shocks	0.0878	8.57***
β GARCH Volatility persistence	0.8882	79.97***

γ₁	0.0096	4.97***
γ₂	-0.0119	-4.73***

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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