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	param	t-stat
$ω$	-0.0072	-2.93
$α$	0.0775	38.61
$β$	0.8996	388.95
$γ$	0.7627	31.26

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State Street Industrial Select Sector SPDR ETF AGARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Industrial Select Sector SPDR ETF Analyses