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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0332	10.74***
α ARCH Response to squared shocks	0.1299	28.88***
β GARCH Volatility persistence	0.9746	721.39***
γ leverage Additional response to negative shocks	-0.0779	-19.60***

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State Street SPDR S&P Biotech ETF EGARCH Volatility Analysis

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