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	param	t-stat
$ω$	5.8216	4.36
$α$	0.0615	28.96
$β$	0.9921	496.55
$ν$	8.1584	3.44

V-Lab

State Street SPDR S&P Oil & Gas Exploration & Production ETF GAS-GARCH Student T Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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