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	param	t-stat
$m$	41
$α$	0.0003	0.19
$β$	0.8468	112.04
$γ$	0.1206	30.91
$λ_{1}$	0.0651	1.44
$λ_{2}$	0.1860	1.36
$λ_{3}$	0.7907	5.15

V-Lab

State Street Energy Select Sector SPDR ETF MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Energy Select Sector SPDR ETF Analyses