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	param	t-stat
$ω$	0.0211	28.46
$α$	0.0900	39.75
$β$	0.9052	408.10
$γ$	0.6200	29.14
$δ$	1.1159	38.45

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State Street Consumer Staples Select Sector SPDR ETF APARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Staples Select Sector SPDR ETF Analyses