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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0660	18.27***
α ARCH Response to squared shocks	0.0776	27.67***
β GARCH Volatility persistence	0.9052	290.50***

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State Street SPDR S&P Biotech ETF GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Biotech ETF Analyses