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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	3.6924	9.46***
α ARCH Response to squared shocks	0.0701	25.01***
β GARCH Volatility persistence	0.9856	482.89***
ν DF Student-t tail thickness	10.9063	2.95***

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State Street SPDR S&P Biotech ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

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