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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0659	18.25***
α ARCH Response to squared shocks	0.0777	27.68***
β GARCH Volatility persistence	0.9052	290.70***

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State Street SPDR S&P Biotech ETF GARCH Volatility Analysis

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News Impact Curve

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