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{name} Model Equation

Spline Coefficients

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0285	20.19***
α ARCH Response to squared shocks	0.0903	38.01***
β GARCH Volatility persistence	0.8967	355.26***

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State Street Materials Select Sector SPDR ETF GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

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