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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2651	7.98***
α ARCH Response to squared shocks	0.0876	31.03***
β GARCH Volatility persistence	0.9825	397.61***
ν DF Student-t tail thickness	7.5271	5.43***

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State Street Health Care Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Health Care Select Sector SPDR ETF Analyses