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	param	t-stat
$ω$	1.3891	9.39
$α$	0.0930	9.35
$β$	0.8870	77.92
$γ_{1}$	0.0024	2.51

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Materials Select Sector SPDR ETF Analyses