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	param	t-stat
$ω$	0.1675	3.02
$α$	0.0227	2.49
$β$	0.9090	217.06
$γ$	0.0736	2.27

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