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	param	t-stat
$ω$	0.0242	20.20
$α$	0.0011	0.36
$β$	0.8892	385.43
$γ$	0.1813	27.27

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State Street SPDR S&P 500 ETF Trust GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P 500 ETF Trust Analyses