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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0776	15.81***
α ARCH Response to squared shocks	0.0161	7.22***
β GARCH Volatility persistence	0.9124	354.07***
γ leverage Additional response to negative shocks	0.1019	16.07***

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State Street SPDR S&P Biotech ETF GJR-GARCH Volatility Analysis

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News Impact Curve

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