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	param	t-stat
$ω$	0.0300	16.62
$α$	0.0300	14.49
$β$	0.9239	479.43
$γ$	0.0720	13.44

V-Lab

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

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Energy Select Sector SPDR ETF Analyses