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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.6714	4.86***
α ARCH Response to squared shocks	0.0630	6.51***
β GARCH Volatility persistence	0.9617	159.97***
ν DF Student-t tail thickness	6.2631	1.44

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SP Funds S&P Global Tech ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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