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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0294	31.30***
α ARCH Response to squared shocks	0.2019	68.61***
β GARCH Volatility persistence	0.7901	256.43***
γ leverage Additional response to negative shocks	0.2169	31.24***
δ power Transformation power	0.7913	20.96***

V-Lab

State Street Consumer Discretionary Select Sector SPDR ETF Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses