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	param	t-stat
$ω$	1.2257	7.24
$α$	0.0931	9.88
$β$	0.8842	81.13
$γ_{1}$	-0.0898	-2.94
$γ_{2}$	0.1772	3.68
$γ_{3}$	-0.1512	-4.12
$γ_{4}$	0.1012	2.61
$γ_{5}$	-0.0296	-0.85
$γ_{6}$	-0.0242	-1.09

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