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	param	t-stat
$ω$	0.0294	31.27
$α$	0.2022	68.42
$β$	0.7897	255.39
$γ$	0.2163	31.11
$δ$	0.7816	20.62

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State Street Consumer Discretionary Select Sector SPDR ETF Asy. Power MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street Consumer Discretionary Select Sector SPDR ETF Analyses