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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.0628	6.73***
α ARCH Response to squared shocks	0.0920	9.72***
β GARCH Volatility persistence	0.8828	78.83***

γ₁	-0.1760	-4.42***
γ₂	0.3168	5.04***
γ₃	-0.2199	-4.24***
γ₄	0.0903	1.77*
γ₅	0.0232	0.45
γ₆	-0.0399	-0.80
γ₇	-0.0090	-0.26

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