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	param	t-stat
$ω$	1.2799	9.93
$α$	0.0921	9.37
$β$	0.8893	80.02
$γ_{1}$	0.0009	3.63

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State Street Materials Select Sector SPDR ETF Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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