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	param	t-stat
$m$	41
$α$	0.0002	0.10
$β$	0.8486	113.17
$γ$	0.1188	30.88
$λ_{1}$	0.0660	1.41
$λ_{2}$	0.1889	1.33
$λ_{3}$	0.7876	4.94

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