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	param	t-stat
$ω$	1.2185	7.20
$α$	0.0931	9.84
$β$	0.8842	80.84
$γ_{1}$	-0.0927	-3.00
$γ_{2}$	0.1819	3.74
$γ_{3}$	-0.1532	-4.13
$γ_{4}$	0.0997	2.56
$γ_{5}$	-0.0246	-0.71
$γ_{6}$	-0.0289	-1.29

V-Lab

State Street Consumer Discretionary Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses