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	param	t-stat
$ω$	1.0646	6.72
$α$	0.0928	9.78
$β$	0.8820	78.54
$γ_{1}$	-0.1768	-4.40
$γ_{2}$	0.3176	4.99
$γ_{3}$	-0.2189	-4.15
$γ_{4}$	0.0883	1.70
$γ_{5}$	0.0248	0.48
$γ_{6}$	-0.0415	-0.83
$γ_{7}$	-0.0066	-0.20

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