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	param	t-stat
$ω$	2.2864	10.25
$α$	0.0839	34.84
$β$	0.9886	795.32
$ν$	11.2093	4.21

V-Lab

State Street Materials Select Sector SPDR ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Materials Select Sector SPDR ETF Analyses