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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.1265	27.69***
α ARCH Response to squared shocks	0.1415	25.94***
β GARCH Volatility persistence	0.7841	212.38***
γ leverage Additional response to negative shocks	0.0843	8.97***

V-Lab

State Street SPDR S&P Semiconductor ETF Asy. MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Semiconductor ETF Analyses