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	param	t-stat
$ω$	0.0296	16.25
$α$	0.0288	14.26
$β$	0.9243	483.68
$γ$	0.0735	13.83

V-Lab

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

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other State Street Energy Select Sector SPDR ETF Analyses