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	param	t-stat
$ω$	0.0338	20.06
$α$	0.0302	10.97
$β$	0.8844	370.21
$γ$	0.1467	22.84

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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