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	param	t-stat
$ω$	0.0337	20.05
$α$	0.0300	10.91
$β$	0.8850	371.67
$γ$	0.1463	22.82

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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