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	param	t-stat
$ω$	0.0167	8.13
$α$	0.1420	34.26
$β$	0.9849	1,133.39
$γ$	-0.0643	-18.69

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State Street Energy Select Sector SPDR ETF EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Energy Select Sector SPDR ETF Analyses