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	param	t-stat
$ω$	0.1696	3.00
$α$	0.0228	2.47
$β$	0.9080	213.84
$γ$	0.0748	2.26

V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Oil & Gas Exploration & Production ETF Analyses