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	param	t-stat
$ω$	2.2557	10.17
$α$	0.0835	34.90
$β$	0.9886	788.33
$ν$	11.1137	4.23

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