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	param	t-stat
$ω$	0.0212	15.87
$α$	0.0279	9.75
$β$	0.9061	438.17
$γ$	0.1124	18.65

V-Lab

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