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	param	t-stat
$ω$	0.0340	20.14
$α$	0.0300	10.97
$β$	0.8846	371.68
$γ$	0.1466	22.96

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Financial Select Sector SPDR ETF Analyses