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	param	t-stat
$ω$	0.0209	22.38
$α$	0.0356	12.68
$β$	0.9124	405.15
$γ$	0.0692	11.93

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State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Utilities Select Sector SPDR ETF Analyses