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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7641	8.74***
α ARCH Response to squared shocks	0.0785	6.23***
β GARCH Volatility persistence	0.8972	60.42***

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

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News Impact Curve

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