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	param	t-stat
$ω$	0.0212	15.88
$α$	0.0280	9.79
$β$	0.9061	439.24
$γ$	0.1124	18.65

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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