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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0000	0.00
α ARCH Response to squared shocks	0.1165	29.13***
β GARCH Volatility persistence	0.8511	201.98***
γ leverage Additional response to negative shocks	0.6077	18.51***

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State Street SPDR S&P 500 ETF Trust AGARCH Volatility Analysis

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