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	param	t-stat
$ω$	0.0337	20.09
$α$	0.0302	10.99
$β$	0.8850	371.69
$γ$	0.1458	22.74

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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