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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8036	9.96***
α ARCH Response to squared shocks	0.0776	6.25***
β GARCH Volatility persistence	0.8990	61.97***

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State Street SPDR S&P Biotech ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other State Street SPDR S&P Biotech ETF Analyses