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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0269	5.91***
α ARCH Response to squared shocks	0.0712	30.12***
β GARCH Volatility persistence	0.9059	321.24***
γ leverage Additional response to negative shocks	0.9326	30.16***

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State Street SPDR S&P Biotech ETF AGARCH Volatility Analysis

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