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	param	t-stat
$ω$	0.0209	22.40
$α$	0.0357	12.69
$β$	0.9124	405.16
$γ$	0.0691	11.92

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State Street Utilities Select Sector SPDR ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Utilities Select Sector SPDR ETF Analyses