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	param	t-stat
$ω$	0.9984	6.06
$α$	0.1173	9.15
$β$	0.8474	56.67
$γ_{1}$	-0.1680	-4.21
$γ_{2}$	0.3530	5.72
$γ_{3}$	-0.3257	-6.17
$γ_{4}$	0.1942	3.61
$γ_{5}$	-0.0371	-0.70
$γ_{6}$	-0.0511	-1.01
$γ_{7}$	0.0712	1.18

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State Street Financial Select Sector SPDR ETF Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Financial Select Sector SPDR ETF Analyses