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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0065	2.02**
α ARCH Response to squared shocks	0.1568	30.53***
β GARCH Volatility persistence	0.9674	591.70***
γ leverage Additional response to negative shocks	-0.1461	-34.91***

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

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