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	param	t-stat
$ω$	-0.0073	-2.97
$α$	0.0773	38.67
$β$	0.8997	389.63
$γ$	0.7655	31.36

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State Street Industrial Select Sector SPDR ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses