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	param	t-stat
$ω$	0.0211	15.84
$α$	0.0281	9.83
$β$	0.9061	437.74
$γ$	0.1119	18.49

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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