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	param	t-stat
$ω$	0.0435	10.56
$α$	0.0313	12.20
$β$	0.9393	436.87
$γ$	0.0412	7.87

V-Lab

State Street SPDR S&P Metals & Mining ETF GJR-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Metals & Mining ETF Analyses