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	param	t-stat
$ω$	1.3618	6.61
$α$	0.0923	41.33
$β$	0.9891	558.17
$ν$	6.7763	8.94

V-Lab

State Street SPDR S&P 500 ETF Trust GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P 500 ETF Trust Analyses