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	param	t-stat
$ω$	0.7524	5.68
$α$	0.0973	8.73
$β$	0.8641	57.49
$γ_{1}$	-0.2156	-4.49
$γ_{2}$	0.3626	5.17
$γ_{3}$	-0.2306	-4.96
$γ_{4}$	0.0954	2.17
$γ_{5}$	0.0309	0.66
$γ_{6}$	-0.0902	-1.82
$γ_{7}$	0.0890	1.45

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses