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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0223	25.73***
α ARCH Response to squared shocks	0.0827	31.05***
β GARCH Volatility persistence	0.9154	422.84***
γ leverage Additional response to negative shocks	0.5515	18.47***
δ power Transformation power	1.2488	37.28***

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State Street Consumer Discretionary Select Sector SPDR ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses