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	param	t-stat
$ω$	1.2246	7.24
$α$	0.0932	9.89
$β$	0.8841	81.01
$γ_{1}$	-0.0904	-2.95
$γ_{2}$	0.1782	3.70
$γ_{3}$	-0.1516	-4.13
$γ_{4}$	0.1011	2.61
$γ_{5}$	-0.0291	-0.84
$γ_{6}$	-0.0245	-1.10

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