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	param	t-stat
$ω$	0.0210	15.79
$α$	0.0284	9.88
$β$	0.9063	438.90
$γ$	0.1112	18.31

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses