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	param	t-stat
$ω$	0.0272	13.85
$α$	0.0312	12.60
$β$	0.9105	391.97
$γ$	0.0913	15.00

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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