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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0118	6.65***
α ARCH Response to squared shocks	0.1557	35.57***
β GARCH Volatility persistence	0.9823	1,047.25***
γ leverage Additional response to negative shocks	-0.0876	-23.46***

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State Street Consumer Discretionary Select Sector SPDR ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses