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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0329	30.10***
α ARCH Response to squared shocks	0.0929	29.22***
β GARCH Volatility persistence	0.8948	286.43***
γ leverage Additional response to negative shocks	0.6509	22.61***
δ power Transformation power	1.1610	35.98***

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State Street Health Care Select Sector SPDR ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Health Care Select Sector SPDR ETF Analyses