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	param	t-stat
$ω$	0.0131	7.10
$α$	0.1444	37.47
$β$	0.9826	1,013.03
$γ$	-0.0815	-22.21

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State Street Materials Select Sector SPDR ETF EGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

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Other State Street Materials Select Sector SPDR ETF Analyses