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	param	t-stat
$ω$	1.2539	10.01
$α$	0.0882	8.68
$β$	0.8885	81.43
$γ_{1}$	0.0042	4.44

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Utilities Select Sector SPDR ETF Analyses