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	param	t-stat
$ω$	0.0244	20.29
$α$	0.0009	0.31
$β$	0.8895	387.75
$γ$	0.1806	27.55

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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