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	param	t-stat
$ω$	1.3749	6.56
$α$	0.0925	41.56
$β$	0.9892	563.99
$ν$	6.7689	9.02

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