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	param	t-stat
$ω$	1.2198	7.22
$α$	0.0930	9.84
$β$	0.8843	80.93
$γ_{1}$	-0.0919	-2.98
$γ_{2}$	0.1805	3.72
$γ_{3}$	-0.1527	-4.13
$γ_{4}$	0.1002	2.58
$γ_{5}$	-0.0262	-0.75
$γ_{6}$	-0.0273	-1.22

V-Lab

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses