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	param	t-stat
$m$	41
$α$	0.0001	0.08
$β$	0.8485	113.02
$γ$	0.1186	30.90
$λ_{1}$	0.0667	1.40
$λ_{2}$	0.1905	1.32
$λ_{3}$	0.7856	4.85

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