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	param	t-stat
$ω$	0.0269	13.76
$α$	0.0310	12.54
$β$	0.9110	391.64
$γ$	0.0908	14.94

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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