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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0013	0.33
α ARCH Response to squared shocks	0.0775	37.33***
β GARCH Volatility persistence	0.9050	370.60***
γ leverage Additional response to negative shocks	0.6865	18.61***

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State Street Materials Select Sector SPDR ETF AGARCH Volatility Analysis

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