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	param	t-stat
$ω$	0.0299	16.63
$α$	0.0300	14.50
$β$	0.9241	481.04
$γ$	0.0715	13.41

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