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	param	t-stat
$ω$	0.0159	19.64
$α$	0.0323	12.25
$β$	0.8928	386.01
$γ$	0.1159	18.51

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State Street Consumer Staples Select Sector SPDR ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Staples Select Sector SPDR ETF Analyses