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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0216	19.84***
α ARCH Response to squared shocks	0.1096	40.46***
β GARCH Volatility persistence	0.8736	340.87***

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

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News Impact Curve

Volatility Forecast

Parameter Estimates

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