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	param	t-stat
$ω$	0.0270	13.86
$α$	0.0316	12.69
$β$	0.9106	391.33
$γ$	0.0903	14.77

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State Street Materials Select Sector SPDR ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Materials Select Sector SPDR ETF Analyses