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CBOE S&P 500 One-Year Volatility Index

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	param	t-stat
$ω$	0.0149	7.02
$α$	0.0693	32.95
$β$	0.9182	421.76
$γ$	0.5889	24.61

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State Street Energy Select Sector SPDR ETF AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Energy Select Sector SPDR ETF Analyses